+296.1%
ROIV vs SPG
+257.9%
+38.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.6% | +1.1% |
| 7D | +14.3% | +5.6% | +8.7% | +12.2% |
| 30D | +16.2% | +17.6% | -1.4% | +9.8% |
| 3M | +15.1% | +7.5% | +7.7% | +12.2% |
| 6M | +44.2% | +18.5% | +25.7% | +35.4% |
| YTD | +89.8% | +30.9% | +58.9% | +71.9% |
| 1Y | +94.6% | +34.1% | +60.5% | +74.7% |
| 3Y | +367.5% | +135.5% | +232.0% | +245.3% |
| 5Y | +421.4% | +86.5% | +334.9% | +256.2% |
| All | +296.1% | +257.9% | +38.1% | +171.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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