+292.5%
ROIV vs IFF
-15.0%
+307.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +16.9% | -3.2% | +20.0% | +17.8% |
| 30D | +12.9% | -0.3% | +13.2% | +12.8% |
| 3M | +37.3% | +8.4% | +28.9% | +33.5% |
| 6M | +38.0% | +23.0% | +15.0% | +28.8% |
| YTD | +88.1% | +25.5% | +62.6% | +74.1% |
| 1Y | +183.3% | +29.1% | +154.2% | +159.0% |
| 3Y | +254.6% | +31.7% | +223.0% | +216.4% |
| 5Y | +309.8% | -35.2% | +345.1% | +344.8% |
| All | +292.5% | -15.0% | +307.5% | +323.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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