+235.9%
ROIV vs IBN
+127.8%
+108.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | +0.6% | +1.4% | -0.8% | +0.3% |
| 30D | +1.0% | -0.3% | +1.3% | +1.0% |
| 3M | +18.3% | +17.1% | +1.2% | +13.9% |
| 6M | +18.3% | +3.4% | +14.9% | +16.9% |
| YTD | +61.0% | +2.5% | +58.4% | +59.3% |
| 1Y | +177.9% | -4.2% | +182.0% | +178.4% |
| 3Y | +199.1% | +32.4% | +166.7% | +180.0% |
| 5Y | +250.7% | +59.2% | +191.5% | +212.8% |
| All | +235.9% | +127.8% | +108.1% | +195.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 all: compounded portfolio wealth divided by compounded IBN 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…
all analysis · Full analysis span regression · 6 months rolling