+235.9%
ROIV vs INDA
+39.8%
+196.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +0.6% | +0.7% | -0.1% | +0.2% |
| 30D | +1.0% | -0.8% | +1.7% | +1.4% |
| 3M | +18.3% | +3.9% | +14.4% | +15.7% |
| 6M | +18.3% | -0.7% | +19.0% | +18.5% |
| YTD | +61.0% | -7.7% | +68.6% | +67.5% |
| 1Y | +177.9% | -5.1% | +183.0% | +184.8% |
| 3Y | +199.1% | +13.6% | +185.4% | +182.5% |
| 5Y | +250.7% | +7.8% | +242.9% | +225.3% |
| All | +235.9% | +39.8% | +196.1% | +204.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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