+280.1%
ROIV vs TECK
+258.2%
+21.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.5% | -0.8% |
| 7D | +1.7% | -0.4% | +2.1% | +1.8% |
| 30D | +17.6% | -7.1% | +24.7% | +19.1% |
| 3M | +9.0% | -5.5% | +14.4% | +10.0% |
| 6M | +35.3% | -9.7% | +45.0% | +37.0% |
| YTD | +82.2% | +26.3% | +55.9% | +73.2% |
| 1Y | +92.3% | +44.4% | +47.9% | +78.4% |
| 3Y | +336.8% | +70.1% | +266.7% | +285.5% |
| 5Y | +370.6% | +125.8% | +244.8% | +324.4% |
| All | +280.1% | +258.2% | +21.9% | +244.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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