+280.1%
ROIV vs IT
+24.0%
+256.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.8% | -1.2% |
| 7D | +1.7% | +1.1% | +0.6% | +1.5% |
| 30D | +17.6% | -1.8% | +19.4% | +17.5% |
| 3M | +9.0% | +4.8% | +4.1% | +7.1% |
| 6M | +35.3% | +33.0% | +2.3% | +25.4% |
| YTD | +82.2% | -23.8% | +106.0% | +89.2% |
| 1Y | +92.3% | -16.5% | +108.8% | +95.1% |
| 3Y | +336.8% | -53.6% | +390.4% | +409.8% |
| 5Y | +370.6% | -42.1% | +412.7% | +373.4% |
| All | +280.1% | +24.0% | +256.0% | +267.3% |
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