+92.4%
ROIV vs IDXX
-2.6%
+95.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.9% | +2.1% | +6.0% |
| 7D | +3.0% | +24.1% | -21.1% | +3.3% |
| 30D | +6.8% | +32.5% | -25.7% | +6.6% |
| 3M | +10.5% | +18.8% | -8.3% | +11.8% |
| 6M | +34.8% | +24.0% | +10.8% | +35.2% |
| YTD | +76.2% | +3.3% | +72.9% | +80.4% |
| 1Y | +92.4% | -3.3% | +95.7% | +98.4% |
| All | +92.4% | -2.6% | +95.0% | +98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 1y: compounded portfolio wealth divided by compounded IDXX 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…
1y analysis · Full analysis span regression · 6 months rolling