+89.0%
ROIV vs IRM
+10.1%
+79.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.0% | +5.2% | +5.8% |
| 7D | +5.3% | -8.6% | +13.9% | +9.2% |
| 30D | +11.9% | -8.0% | +19.9% | +15.5% |
| 3M | +10.7% | -12.0% | +22.7% | +16.3% |
| 6M | +34.9% | -18.2% | +53.1% | +45.5% |
| YTD | +79.2% | +31.4% | +47.8% | +50.0% |
| 1Y | +89.0% | +9.2% | +79.8% | +66.7% |
| All | +89.0% | +10.1% | +79.0% | +66.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling