+298.8%
ROIV vs IRM
+404.8%
-106.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -0.7% | +19.4% | +19.0% |
| 7D | +20.2% | +1.6% | +18.5% | +19.5% |
| 30D | +14.1% | -4.2% | +18.3% | +15.6% |
| 3M | +45.6% | -5.4% | +51.0% | +47.6% |
| 6M | +44.1% | +12.0% | +32.1% | +38.5% |
| YTD | +91.2% | +42.0% | +49.1% | +71.4% |
| 1Y | +221.3% | +29.9% | +191.4% | +193.9% |
| 3Y | +229.2% | +104.4% | +124.9% | +164.0% |
| 5Y | +316.5% | +191.0% | +125.5% | +212.2% |
| All | +298.8% | +404.8% | -106.0% | +213.4% |
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