+250.4%
ROIV vs MTB
+101.8%
+148.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +0.6% | +1.7% | -1.1% | +0.2% |
| 30D | +1.0% | -4.2% | +5.1% | +2.1% |
| 3M | +18.3% | +8.9% | +9.4% | +15.4% |
| 6M | +18.3% | +10.9% | +7.5% | +14.8% |
| YTD | +61.0% | +21.5% | +39.5% | +52.1% |
| 1Y | +177.9% | +21.9% | +156.0% | +162.0% |
| 3Y | +199.1% | +109.2% | +89.8% | +144.5% |
| All | +250.4% | +101.8% | +148.5% | +228.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling