+284.5%
ROIV vs QS
-92.5%
+377.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -7.8% | +3.4% | -3.5% |
| 7D | +9.2% | -5.6% | +14.8% | +9.9% |
| 30D | +19.9% | -5.8% | +25.7% | +20.6% |
| 3M | +10.6% | -39.2% | +49.8% | +16.7% |
| 6M | +36.1% | -53.9% | +90.0% | +46.8% |
| YTD | +84.3% | -62.8% | +147.0% | +102.2% |
| 1Y | +87.6% | -73.5% | +161.1% | +112.7% |
| 3Y | +353.9% | -29.1% | +383.0% | +323.6% |
| 5Y | +376.1% | -90.0% | +466.1% | +366.9% |
| All | +284.5% | -92.5% | +377.0% | +276.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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