+284.5%
ROIV vs MTB
+109.6%
+175.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.3% | -4.4% |
| 7D | +9.2% | 0.0% | +9.2% | +9.2% |
| 30D | +19.9% | +0.8% | +19.1% | +19.7% |
| 3M | +10.6% | -12.8% | +23.4% | +14.0% |
| 6M | +36.1% | +6.7% | +29.4% | +33.7% |
| YTD | +84.3% | +11.3% | +73.0% | +79.2% |
| 1Y | +87.6% | +20.2% | +67.4% | +79.2% |
| 3Y | +353.9% | +103.8% | +250.2% | +289.7% |
| 5Y | +376.1% | +60.9% | +315.2% | +340.9% |
| All | +284.5% | +109.6% | +175.0% | +262.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling