+298.8%
ROIV vs XHB
+85.7%
+213.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -2.4% | +21.2% | +19.8% |
| 7D | +20.2% | +0.2% | +20.0% | +19.8% |
| 30D | +14.1% | -9.1% | +23.2% | +18.8% |
| 3M | +45.6% | -2.3% | +47.9% | +46.1% |
| 6M | +44.1% | -4.1% | +48.2% | +45.4% |
| YTD | +91.2% | -1.7% | +92.9% | +90.0% |
| 1Y | +221.3% | -15.1% | +236.4% | +240.8% |
| 3Y | +229.2% | +26.8% | +202.4% | +179.4% |
| 5Y | +316.5% | +37.3% | +279.1% | +202.5% |
| All | +298.8% | +85.7% | +213.1% | +190.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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