+94.6%
ROIV vs IT
-18.2%
+112.8%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.2% |
| 7D | +14.3% | -7.5% | +21.8% | +14.0% |
| 30D | +16.2% | -1.2% | +17.4% | +16.4% |
| 3M | +15.1% | -2.2% | +17.3% | +15.5% |
| 6M | +44.2% | +19.1% | +25.1% | +44.9% |
| YTD | +89.8% | -25.1% | +114.9% | +90.6% |
| 1Y | +94.6% | -17.4% | +111.9% | +93.8% |
| All | +94.6% | -18.2% | +112.8% | +93.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling