+117.6%
ROIV vs IRE
-97.2%
+214.8%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +39.6% | -33.4% | +3.9% |
| 7D | +5.3% | -27.2% | +32.5% | +5.9% |
| 30D | +11.9% | -75.1% | +87.0% | +18.3% |
| 3M | +10.7% | -77.9% | +88.6% | +17.0% |
| 6M | +34.9% | -94.6% | +129.5% | +46.7% |
| YTD | +79.2% | -91.5% | +170.7% | +84.7% |
| 1Y | +89.0% | -97.8% | +186.8% | +99.8% |
| All | +117.6% | -97.2% | +214.8% | +127.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling