+296.1%
ROIV vs IT
+22.0%
+274.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.4% |
| 7D | +14.3% | -7.5% | +21.8% | +15.5% |
| 30D | +16.2% | -1.2% | +17.4% | +16.0% |
| 3M | +15.1% | -2.2% | +17.3% | +14.4% |
| 6M | +44.2% | +19.1% | +25.1% | +36.7% |
| YTD | +89.8% | -25.1% | +114.9% | +97.6% |
| 1Y | +94.6% | -17.4% | +111.9% | +97.5% |
| 3Y | +367.5% | -54.1% | +421.6% | +445.9% |
| 5Y | +421.4% | -42.7% | +464.1% | +425.4% |
| All | +296.1% | +22.0% | +274.1% | +283.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling