+235.9%
ROIV vs QS
-89.4%
+325.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +1.0% | +1.5% |
| 7D | +0.6% | -2.3% | +3.0% | +0.9% |
| 30D | +1.0% | -0.7% | +1.7% | +0.9% |
| 3M | +18.3% | -39.6% | +57.9% | +24.2% |
| 6M | +18.3% | -21.7% | +40.0% | +20.3% |
| YTD | +61.0% | -47.4% | +108.4% | +70.1% |
| 1Y | +177.9% | -28.4% | +206.2% | +178.7% |
| 3Y | +199.1% | -22.6% | +221.7% | +176.3% |
| 5Y | +250.7% | -75.6% | +326.3% | +231.0% |
| All | +235.9% | -89.4% | +325.3% | +216.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling