+197.3%
ROIV vs IT
-46.5%
+243.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.6% | +6.1% | +2.0% |
| 7D | +0.6% | -6.0% | +6.7% | +1.2% |
| 30D | +1.0% | 0.0% | +0.9% | +0.8% |
| 3M | +18.3% | +13.1% | +5.2% | +16.3% |
| 6M | +18.3% | +11.7% | +6.6% | +16.2% |
| YTD | +61.0% | -26.1% | +87.1% | +68.3% |
| 1Y | +177.9% | -21.3% | +199.1% | +185.0% |
| All | +197.3% | -46.5% | +243.8% | +238.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling