+291.1%
ROIV vs IBB
+50.3%
+240.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.8% | +1.8% | +2.0% |
| 7D | +13.3% | +2.7% | +10.6% | +10.7% |
| 30D | +14.8% | +6.3% | +8.4% | +8.5% |
| 3M | +11.9% | +11.1% | +0.9% | +0.4% |
| 6M | +42.4% | +29.2% | +13.2% | +10.4% |
| YTD | +87.4% | +30.2% | +57.2% | +44.8% |
| 1Y | +97.2% | +39.5% | +57.7% | +42.7% |
| 3Y | +375.7% | +92.3% | +283.3% | +153.1% |
| 5Y | +379.0% | +43.0% | +336.1% | +186.8% |
| All | +291.1% | +50.3% | +240.7% | +133.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IBB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling