+298.8%
ROIV vs IDXX
+12.6%
+286.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -2.8% | +21.6% | +19.6% |
| 7D | +20.2% | -4.6% | +24.7% | +21.7% |
| 30D | +14.1% | -11.3% | +25.5% | +18.1% |
| 3M | +45.6% | -7.3% | +52.9% | +47.8% |
| 6M | +44.1% | -14.5% | +58.6% | +50.0% |
| YTD | +91.2% | -23.1% | +114.3% | +105.2% |
| 1Y | +221.3% | -20.3% | +241.6% | +238.0% |
| 3Y | +229.2% | +11.7% | +217.5% | +188.5% |
| 5Y | +316.5% | -24.4% | +340.8% | +259.4% |
| All | +298.8% | +12.6% | +286.2% | +222.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling