+371.5%
IBM vs IGV
+946.9%
-575.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +0.5% |
| 7D | -1.7% | -1.3% | -0.4% | -1.1% |
| 30D | +10.1% | -8.1% | +18.2% | +14.8% |
| 3M | +4.8% | -1.6% | +6.5% | +5.2% |
| 6M | +12.6% | +12.7% | -0.1% | +5.4% |
| YTD | -13.9% | -3.3% | -10.6% | -13.0% |
| 1Y | -18.7% | -7.9% | -10.8% | -15.8% |
| 3Y | +81.9% | +40.3% | +41.6% | +49.0% |
| 5Y | +148.3% | +17.3% | +131.0% | +113.2% |
| 10Y | +143.6% | +362.3% | -218.6% | -8.9% |
| All | +371.5% | +946.9% | -575.4% | -11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling