+284.5%
ROIV vs IBB
+46.1%
+238.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.2% | -2.3% | -2.4% |
| 7D | +9.2% | +1.6% | +7.6% | +7.7% |
| 30D | +19.9% | +6.7% | +13.2% | +13.0% |
| 3M | +10.6% | +6.3% | +4.3% | +3.5% |
| 6M | +36.1% | +23.9% | +12.2% | +9.9% |
| YTD | +84.3% | +26.6% | +57.7% | +46.3% |
| 1Y | +87.6% | +29.6% | +57.9% | +45.6% |
| 3Y | +353.9% | +86.1% | +267.8% | +149.3% |
| 5Y | +376.1% | +40.3% | +335.7% | +192.4% |
| All | +284.5% | +46.1% | +238.4% | +135.9% |
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