+435.2%
ROIV vs MKTX
-54.4%
+489.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +9.5% | +0.3% | +9.2% | +9.4% |
| 30D | +21.0% | +0.9% | +20.0% | +20.8% |
| 3M | +18.7% | +2.7% | +16.0% | +18.2% |
| 6M | +44.5% | +15.6% | +28.9% | +40.0% |
| YTD | +92.9% | -7.0% | +99.9% | +94.5% |
| 1Y | +100.2% | -1.2% | +101.5% | +99.2% |
| 3Y | +375.0% | -22.2% | +397.2% | +385.1% |
| 5Y | +435.2% | -53.7% | +488.9% | +471.6% |
| All | +435.2% | -54.4% | +489.5% | +471.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 5y: compounded portfolio wealth divided by compounded MKTX 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…
5y analysis · Full analysis span regression · 6 months rolling