+113.9%
ROIV vs IRE
-97.0%
+210.9%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -23.2% | +29.3% | +7.3% |
| 7D | +3.0% | -46.8% | +49.8% | +5.9% |
| 30D | +6.8% | -75.5% | +82.4% | +13.8% |
| 3M | +10.5% | -79.4% | +89.9% | +17.9% |
| 6M | +34.8% | -91.3% | +126.1% | +44.0% |
| YTD | +76.2% | -90.8% | +167.0% | +82.1% |
| 1Y | +92.4% | -97.7% | +190.1% | +103.7% |
| All | +113.9% | -97.0% | +210.9% | +124.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling