+296.1%
ROIV vs SITM
+318.7%
-22.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.8% | +4.0% | +1.7% |
| 7D | +14.3% | -0.1% | +14.4% | +13.9% |
| 30D | +16.2% | -27.4% | +43.6% | +20.6% |
| 3M | +15.1% | -35.6% | +50.7% | +20.7% |
| 6M | +44.2% | -46.6% | +90.9% | +53.0% |
| YTD | +89.8% | +25.8% | +64.0% | +73.8% |
| 1Y | +94.6% | +38.2% | +56.3% | +75.0% |
| 3Y | +367.5% | +311.5% | +56.0% | +223.2% |
| 5Y | +421.4% | +94.6% | +326.8% | +281.3% |
| All | +296.1% | +318.7% | -22.7% | +184.2% |
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