+221.3%
ROIV vs MTB
+23.0%
+198.3%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -0.6% | +19.3% | +18.9% |
| 7D | +20.2% | +2.8% | +17.4% | +19.4% |
| 30D | +14.1% | -4.2% | +18.3% | +15.2% |
| 3M | +45.6% | +7.8% | +37.8% | +41.7% |
| 6M | +44.1% | +14.8% | +29.3% | +37.4% |
| YTD | +91.2% | +20.8% | +70.4% | +82.4% |
| 1Y | +221.3% | +23.1% | +198.2% | +212.4% |
| All | +221.3% | +23.0% | +198.3% | +212.4% |
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