+235.9%
ROIV vs MDY
+82.2%
+153.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | +1.0% | -1.5% | +2.4% | +2.2% |
| 3M | +18.3% | +0.8% | +17.5% | +17.7% |
| 6M | +18.3% | +7.4% | +10.9% | +12.0% |
| YTD | +61.0% | +15.2% | +45.8% | +44.8% |
| 1Y | +177.9% | +16.5% | +161.3% | +147.2% |
| 3Y | +199.1% | +46.8% | +152.3% | +122.1% |
| 5Y | +250.7% | +46.0% | +204.7% | +146.2% |
| All | +235.9% | +82.2% | +153.6% | +133.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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