+104.9%
ROIV vs IRE
-98.0%
+202.9%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -33.9% | +29.7% | -2.4% |
| 7D | -2.4% | -57.1% | +54.7% | +1.2% |
| 30D | +3.1% | -84.4% | +87.5% | +12.1% |
| 3M | +5.8% | -85.0% | +90.8% | +14.6% |
| 6M | +29.3% | -95.2% | +124.6% | +42.1% |
| YTD | +68.8% | -93.9% | +162.7% | +77.7% |
| 1Y | +81.0% | -98.8% | +179.9% | +96.5% |
| All | +104.9% | -98.0% | +202.9% | +119.1% |
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