+296.1%
ROIV vs TW
+111.1%
+184.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.0% |
| 7D | +14.3% | +3.1% | +11.2% | +13.6% |
| 30D | +16.2% | +16.7% | -0.5% | +12.4% |
| 3M | +15.1% | +25.2% | -10.0% | +9.4% |
| 6M | +44.2% | +19.5% | +24.8% | +37.4% |
| YTD | +89.8% | +21.0% | +68.8% | +79.1% |
| 1Y | +94.6% | +19.0% | +75.6% | +84.5% |
| 3Y | +367.5% | +40.7% | +326.8% | +300.7% |
| 5Y | +421.4% | +40.1% | +381.2% | +306.1% |
| All | +296.1% | +111.1% | +184.9% | +200.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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