+302.4%
ROIV vs MTB
+110.0%
+192.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | +9.5% | -2.0% | +11.4% | +10.0% |
| 30D | +21.0% | +0.1% | +20.9% | +21.0% |
| 3M | +18.7% | -12.1% | +30.8% | +22.2% |
| 6M | +44.5% | +7.3% | +37.2% | +41.9% |
| YTD | +92.9% | +11.5% | +81.3% | +87.4% |
| 1Y | +100.2% | +21.3% | +79.0% | +90.9% |
| 3Y | +375.0% | +104.1% | +270.9% | +307.7% |
| 5Y | +435.2% | +61.8% | +373.3% | +395.5% |
| All | +302.4% | +110.0% | +192.5% | +278.9% |
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