+284.5%
ROIV vs SITM
+343.3%
-58.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.4% |
| 7D | +9.2% | +32.5% | -23.3% | +4.9% |
| 30D | +19.9% | -18.8% | +38.7% | +22.6% |
| 3M | +10.6% | -30.9% | +41.4% | +14.7% |
| 6M | +36.1% | -44.5% | +80.5% | +43.6% |
| YTD | +84.3% | +33.2% | +51.1% | +67.4% |
| 1Y | +87.6% | +53.8% | +33.7% | +66.1% |
| 3Y | +353.9% | +335.7% | +18.2% | +211.3% |
| 5Y | +376.1% | +84.6% | +291.4% | +244.5% |
| All | +284.5% | +343.3% | -58.8% | +173.7% |
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