+411.6%
ROIV vs QS
-86.5%
+498.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.1% | +2.0% | +5.5% |
| 7D | +5.3% | +5.4% | -0.1% | +4.5% |
| 30D | +11.9% | -5.3% | +17.2% | +12.7% |
| 3M | +10.7% | -22.6% | +33.3% | +14.8% |
| 6M | +34.9% | -46.2% | +81.1% | +46.2% |
| YTD | +79.2% | -58.9% | +138.1% | +100.7% |
| 1Y | +89.0% | -73.1% | +162.1% | +124.4% |
| 3Y | +337.3% | -27.2% | +364.6% | +279.7% |
| All | +411.6% | -86.5% | +498.1% | +355.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling