+341.9%
ROIV vs IRM
+113.6%
+228.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.9% | -6.4% | -5.2% |
| 7D | +9.2% | +8.6% | +0.6% | +5.9% |
| 30D | +19.9% | 0.0% | +19.9% | +19.6% |
| 3M | +10.6% | -7.1% | +17.7% | +13.2% |
| 6M | +36.1% | -7.9% | +44.0% | +39.3% |
| YTD | +84.3% | +41.3% | +43.0% | +59.8% |
| 1Y | +87.6% | +20.7% | +66.8% | +70.9% |
| All | +341.9% | +113.6% | +228.3% | +191.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling