+92.3%
ROIV vs SITM
+47.8%
+44.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.5% | +4.4% | -0.7% |
| 7D | +1.7% | +6.6% | -5.0% | +1.1% |
| 30D | +17.6% | -15.3% | +32.9% | +18.2% |
| 3M | +9.0% | -35.4% | +44.3% | +11.1% |
| 6M | +35.3% | -46.8% | +82.1% | +37.1% |
| YTD | +82.2% | +25.9% | +56.3% | +73.4% |
| 1Y | +92.3% | +54.0% | +38.3% | +81.2% |
| All | +92.3% | +47.8% | +44.5% | +81.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling