+64.1%
XLI vs ROIV
+378.2%
-314.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.2% | -6.0% | -0.4% |
| 7D | -2.8% | +5.3% | -8.2% | -3.2% |
| 30D | -3.1% | +11.9% | -15.0% | -4.0% |
| 3M | -11.7% | +10.7% | -22.4% | -12.7% |
| 6M | -7.6% | +34.9% | -42.5% | -10.1% |
| YTD | +5.7% | +79.2% | -73.5% | +0.3% |
| 1Y | +7.8% | +89.0% | -81.2% | +1.9% |
| 3Y | +67.4% | +337.3% | -270.0% | +48.6% |
| All | +64.1% | +378.2% | -314.1% | +34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling