+273.8%
ROIV vs IRM
+366.9%
-93.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.0% | +5.2% | +5.9% |
| 7D | +5.3% | -8.6% | +13.9% | +8.2% |
| 30D | +11.9% | -8.0% | +19.9% | +14.6% |
| 3M | +10.7% | -12.0% | +22.7% | +14.8% |
| 6M | +34.9% | -18.2% | +53.1% | +42.6% |
| YTD | +79.2% | +31.4% | +47.8% | +64.1% |
| 1Y | +89.0% | +9.2% | +79.8% | +81.7% |
| 3Y | +337.3% | +94.6% | +242.8% | +256.3% |
| 5Y | +402.3% | +170.2% | +232.2% | +284.2% |
| All | +273.8% | +366.9% | -93.0% | +200.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling