+250.4%
ROIV vs IRM
+189.3%
+61.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +0.9% |
| 7D | +0.6% | -0.5% | +1.1% | +0.8% |
| 30D | +1.0% | -8.1% | +9.0% | +4.0% |
| 3M | +18.3% | -9.7% | +28.0% | +22.3% |
| 6M | +18.3% | +10.0% | +8.3% | +13.5% |
| YTD | +61.0% | +43.0% | +18.0% | +40.3% |
| 1Y | +177.9% | +32.7% | +145.2% | +147.0% |
| 3Y | +199.1% | +102.7% | +96.3% | +121.3% |
| All | +250.4% | +189.3% | +61.0% | +119.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling