+100.2%
ROIV vs MTB
+20.0%
+80.2%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 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% | +22.1% |
| 6M | +44.5% | +7.3% | +37.2% | +39.2% |
| YTD | +92.9% | +11.5% | +81.3% | +87.3% |
| 1Y | +100.2% | +21.3% | +79.0% | +92.9% |
| All | +100.2% | +20.0% | +80.2% | +92.9% |
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 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