+273.8%
ROIV vs XHB
+89.6%
+184.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.5% | +7.7% | +6.8% |
| 7D | +5.3% | +1.3% | +4.0% | +4.7% |
| 30D | +11.9% | +7.8% | +4.1% | +8.0% |
| 3M | +10.7% | -5.5% | +16.2% | +12.9% |
| 6M | +34.9% | -2.6% | +37.5% | +35.2% |
| YTD | +79.2% | +0.4% | +78.8% | +76.0% |
| 1Y | +89.0% | -1.0% | +90.0% | +86.4% |
| 3Y | +337.3% | +37.3% | +300.0% | +257.0% |
| 5Y | +402.3% | +33.7% | +368.6% | +259.9% |
| All | +273.8% | +89.6% | +184.2% | +169.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling