+291.1%
ROIV vs IRM
+385.8%
-94.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.1% | +0.5% | +3.4% |
| 7D | +13.3% | -3.8% | +17.1% | +14.6% |
| 30D | +14.8% | -3.2% | +18.0% | +15.7% |
| 3M | +11.9% | -7.8% | +19.7% | +14.4% |
| 6M | +42.4% | -12.7% | +55.1% | +47.6% |
| YTD | +87.4% | +36.7% | +50.7% | +69.6% |
| 1Y | +97.2% | +10.0% | +87.2% | +89.0% |
| 3Y | +375.7% | +107.2% | +268.4% | +280.9% |
| 5Y | +379.0% | +181.6% | +197.5% | +262.0% |
| All | +291.1% | +385.8% | -94.8% | +210.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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