+298.8%
ROIV vs QS
-89.2%
+388.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +2.0% | +16.7% | +18.5% |
| 7D | +20.2% | +2.2% | +18.0% | +19.9% |
| 30D | +14.1% | -8.1% | +22.2% | +15.2% |
| 3M | +45.6% | -27.0% | +72.6% | +49.9% |
| 6M | +44.1% | -16.4% | +60.6% | +45.5% |
| YTD | +91.2% | -46.4% | +137.5% | +101.6% |
| 1Y | +221.3% | -41.1% | +262.4% | +229.9% |
| 3Y | +229.2% | -18.6% | +247.8% | +202.6% |
| 5Y | +316.5% | -73.0% | +389.5% | +292.6% |
| All | +298.8% | -89.2% | +388.0% | +275.6% |
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