+284.5%
ROIV vs IT
+23.2%
+261.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.3% | -4.3% |
| 7D | +9.2% | -3.7% | +12.9% | +9.7% |
| 30D | +19.9% | -3.1% | +23.0% | +20.0% |
| 3M | +10.6% | +6.3% | +4.3% | +8.4% |
| 6M | +36.1% | +24.8% | +11.3% | +27.8% |
| YTD | +84.3% | -24.4% | +108.6% | +91.6% |
| 1Y | +87.6% | -17.1% | +104.6% | +90.5% |
| 3Y | +353.9% | -53.6% | +407.6% | +429.3% |
| 5Y | +376.1% | -42.5% | +418.6% | +379.4% |
| All | +284.5% | +23.2% | +261.3% | +272.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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