+235.9%
ROIV vs WY
-3.8%
+239.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.3% |
| 7D | +0.6% | -1.7% | +2.4% | +1.2% |
| 30D | +1.0% | -10.1% | +11.0% | +4.2% |
| 3M | +18.3% | -5.1% | +23.4% | +19.7% |
| 6M | +18.3% | -4.8% | +23.1% | +19.3% |
| YTD | +61.0% | -0.2% | +61.2% | +59.0% |
| 1Y | +177.9% | -6.6% | +184.5% | +180.3% |
| 3Y | +199.1% | -22.7% | +221.8% | +217.6% |
| 5Y | +250.7% | -22.2% | +272.9% | +275.3% |
| All | +235.9% | -3.8% | +239.7% | +268.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 all: compounded portfolio wealth divided by compounded WY 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…
all analysis · Full analysis span regression · 6 months rolling