+309.4%
ROIV vs IDXX
-26.5%
+336.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +16.9% | -5.7% | +22.6% | +18.9% |
| 30D | +12.9% | -11.5% | +24.4% | +17.2% |
| 3M | +37.3% | -9.5% | +46.8% | +40.6% |
| 6M | +38.0% | -16.0% | +54.0% | +44.8% |
| YTD | +88.1% | -25.4% | +113.5% | +104.9% |
| 1Y | +183.3% | -21.8% | +205.0% | +200.5% |
| 3Y | +254.6% | +7.0% | +247.6% | +210.7% |
| All | +309.4% | -26.5% | +336.0% | +259.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling