+235.9%
ROIV vs IT
+20.3%
+215.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.6% | +6.1% | +2.3% |
| 7D | +0.6% | -6.0% | +6.7% | +1.6% |
| 30D | +1.0% | 0.0% | +0.9% | +0.7% |
| 3M | +18.3% | +13.1% | +5.2% | +14.6% |
| 6M | +18.3% | +11.7% | +6.6% | +14.3% |
| YTD | +61.0% | -26.1% | +87.1% | +69.3% |
| 1Y | +177.9% | -21.3% | +199.1% | +185.6% |
| 3Y | +199.1% | -46.7% | +245.8% | +235.7% |
| 5Y | +250.7% | -40.5% | +291.2% | +256.9% |
| All | +235.9% | +20.3% | +215.5% | +228.7% |
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