+280.1%
ROIV vs IFF
-17.1%
+297.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.1% | -1.4% |
| 7D | +1.7% | -1.8% | +3.4% | +2.1% |
| 30D | +17.6% | -9.4% | +27.0% | +20.2% |
| 3M | +9.0% | -3.0% | +12.0% | +9.1% |
| 6M | +35.3% | +5.8% | +29.5% | +31.7% |
| YTD | +82.2% | +22.4% | +59.8% | +68.8% |
| 1Y | +92.3% | +23.0% | +69.2% | +77.6% |
| 3Y | +336.8% | +21.8% | +315.0% | +297.2% |
| 5Y | +370.6% | -39.2% | +409.8% | +415.3% |
| All | +280.1% | -17.1% | +297.2% | +310.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling