+107.5%
XLI vs ROIV
+280.9%
-173.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.5% | -0.6% |
| 7D | +4.3% | +9.2% | -4.9% | +3.6% |
| 30D | +0.5% | +19.9% | -19.5% | -0.9% |
| 3M | -8.6% | +10.6% | -19.2% | -9.5% |
| 6M | -2.3% | +36.1% | -38.4% | -4.8% |
| YTD | +10.1% | +84.3% | -74.2% | +4.8% |
| 1Y | +11.0% | +87.6% | -76.6% | +5.5% |
| 3Y | +72.3% | +353.9% | -281.6% | +54.4% |
| 5Y | +70.8% | +376.1% | -305.2% | +44.3% |
| All | +107.5% | +280.9% | -173.3% | +78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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