+16.8%
XLI vs ROIV
+221.6%
-204.8%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +18.8% | -19.2% | -2.4% |
| 7D | +1.0% | +20.2% | -19.2% | -1.1% |
| 30D | -5.8% | +14.1% | -20.0% | -7.2% |
| 3M | +0.7% | +45.6% | -44.9% | -3.9% |
| 6M | +3.2% | +44.1% | -41.0% | -1.8% |
| YTD | +13.0% | +91.2% | -78.1% | +4.4% |
| 1Y | +16.8% | +221.3% | -204.5% | +8.2% |
| All | +16.8% | +221.6% | -204.8% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling