+92.4%
ROIV vs MTB
+27.0%
+65.4%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.2% | +4.9% | +5.8% |
| 7D | +3.0% | +2.0% | +1.0% | +2.5% |
| 30D | +6.8% | +2.9% | +3.9% | +6.1% |
| 3M | +10.5% | -10.7% | +21.2% | +13.3% |
| 6M | +34.8% | +6.3% | +28.5% | +30.0% |
| YTD | +76.2% | +13.8% | +62.4% | +68.9% |
| 1Y | +92.4% | +27.7% | +64.7% | +77.1% |
| All | +92.4% | +27.0% | +65.4% | +77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling