+273.8%
ROIV vs IT
+22.7%
+251.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.0% | +10.2% | +6.7% |
| 7D | +5.3% | -16.9% | +22.2% | +7.8% |
| 30D | +11.9% | +2.3% | +9.6% | +11.0% |
| 3M | +10.7% | +2.9% | +7.8% | +9.1% |
| 6M | +34.9% | +25.9% | +9.1% | +26.3% |
| YTD | +79.2% | -24.6% | +103.8% | +86.4% |
| 1Y | +89.0% | -16.0% | +105.1% | +91.2% |
| 3Y | +337.3% | -51.6% | +388.9% | +403.4% |
| 5Y | +402.3% | -42.6% | +445.0% | +406.5% |
| All | +273.8% | +22.7% | +251.1% | +261.8% |
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 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