+362.4%
ROIV vs IFF
+24.4%
+338.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.7% |
| 7D | +9.5% | -5.7% | +15.2% | +10.6% |
| 30D | +21.0% | -2.7% | +23.7% | +21.1% |
| 3M | +18.7% | -2.3% | +21.0% | +18.5% |
| 6M | +44.5% | +6.0% | +38.5% | +40.6% |
| YTD | +92.9% | +24.6% | +68.2% | +78.7% |
| 1Y | +100.2% | +29.4% | +70.9% | +83.3% |
| All | +362.4% | +24.4% | +338.0% | +297.7% |
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