-2.5%
IBM vs IGV
-1.8%
-0.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +1.6% |
| 7D | -0.3% | -4.5% | +4.2% | +2.8% |
| 30D | +0.3% | +3.2% | -2.9% | -2.4% |
| 3M | -21.6% | +4.5% | -26.1% | -24.4% |
| 6M | -4.7% | +22.1% | -26.8% | -16.8% |
| YTD | -19.1% | -1.0% | -18.0% | -25.5% |
| 1Y | -2.5% | -2.1% | -0.4% | -7.4% |
| All | -2.5% | -1.8% | -0.7% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 IGV 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