+291.1%
ROIV vs MTB
+112.4%
+178.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.3% | +2.3% | +4.1% |
| 7D | +13.3% | -0.8% | +14.1% | +13.5% |
| 30D | +14.8% | +2.4% | +12.3% | +14.2% |
| 3M | +11.9% | -10.5% | +22.4% | +14.7% |
| 6M | +42.4% | +6.4% | +36.0% | +40.0% |
| YTD | +87.4% | +12.8% | +74.6% | +81.7% |
| 1Y | +97.2% | +23.3% | +74.0% | +87.3% |
| 3Y | +375.7% | +108.2% | +267.4% | +306.6% |
| 5Y | +379.0% | +68.6% | +310.5% | +343.4% |
| All | +291.1% | +112.4% | +178.7% | +267.2% |
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