+435.2%
ROIV vs IFF
-37.6%
+472.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.8% |
| 7D | +9.5% | -5.7% | +15.2% | +11.1% |
| 30D | +21.0% | -2.7% | +23.7% | +21.3% |
| 3M | +18.7% | -2.3% | +21.0% | +18.6% |
| 6M | +44.5% | +6.0% | +38.5% | +40.3% |
| YTD | +92.9% | +24.6% | +68.2% | +76.7% |
| 1Y | +100.2% | +29.4% | +70.9% | +80.9% |
| 3Y | +375.0% | +23.1% | +351.9% | +325.4% |
| 5Y | +435.2% | -37.2% | +472.3% | +563.7% |
| All | +435.2% | -37.6% | +472.7% | +563.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling