+94.6%
ROIV vs SITM
+29.9%
+64.7%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.8% | +4.0% | +1.5% |
| 7D | +14.3% | -0.1% | +14.4% | +13.8% |
| 30D | +16.2% | -27.4% | +43.6% | +18.1% |
| 3M | +15.1% | -35.6% | +50.7% | +17.6% |
| 6M | +44.2% | -46.6% | +90.9% | +46.6% |
| YTD | +89.8% | +25.8% | +64.0% | +79.0% |
| 1Y | +94.6% | +38.2% | +56.3% | +79.7% |
| All | +94.6% | +29.9% | +64.7% | +79.7% |
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 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