+263.2%
ROIV vs IFF
+30.1%
+233.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.1% |
| 7D | +22.3% | -3.0% | +25.3% | +23.1% |
| 30D | +16.9% | -0.9% | +17.8% | +16.9% |
| 3M | +43.9% | +11.8% | +32.1% | +39.3% |
| 6M | +41.6% | +16.5% | +25.1% | +35.0% |
| YTD | +92.7% | +26.5% | +66.2% | +79.5% |
| 1Y | +210.2% | +32.7% | +177.5% | +184.5% |
| All | +263.2% | +30.1% | +233.2% | +220.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling