-5.0%
IBM vs IGV
-7.7%
+2.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.2% | +3.9% |
| 7D | +3.6% | -1.5% | +5.1% | +4.5% |
| 30D | +1.5% | -3.0% | +4.6% | +3.3% |
| 3M | -12.9% | +9.6% | -22.5% | -19.3% |
| 6M | -3.9% | +16.1% | -20.0% | -13.3% |
| YTD | -17.3% | -3.6% | -13.7% | -22.9% |
| 1Y | -5.0% | -7.8% | +2.9% | -7.8% |
| All | -5.0% | -7.7% | +2.7% | -7.8% |
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