+302.0%
ROIV vs SITM
+455.7%
-153.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.0% |
| 7D | +22.3% | +3.7% | +18.6% | +21.6% |
| 30D | +16.9% | -14.5% | +31.4% | +19.1% |
| 3M | +43.9% | -10.6% | +54.5% | +44.0% |
| 6M | +41.6% | +65.5% | -24.0% | +27.5% |
| YTD | +92.7% | +67.0% | +25.7% | +71.5% |
| 1Y | +210.2% | +138.6% | +71.6% | +157.8% |
| 3Y | +231.8% | +421.8% | -190.0% | +124.1% |
| 5Y | +319.8% | +172.4% | +147.3% | +196.6% |
| All | +302.0% | +455.7% | -153.7% | +180.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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