+130.5%
ROIV vs IRE
-97.7%
+228.2%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -15.8% | +17.1% | +2.2% |
| 7D | +14.3% | -41.9% | +56.2% | +16.5% |
| 30D | +16.2% | -75.1% | +91.3% | +22.8% |
| 3M | +15.1% | -82.4% | +97.5% | +23.2% |
| 6M | +44.2% | -95.5% | +139.8% | +58.6% |
| YTD | +89.8% | -93.1% | +182.9% | +97.6% |
| 1Y | +94.6% | -97.8% | +192.4% | +106.8% |
| All | +130.5% | -97.7% | +228.2% | +143.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling