+343.1%
IBM vs IGV
+970.9%
-627.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +1.2% |
| 7D | -0.3% | -4.5% | +4.2% | +2.0% |
| 30D | +0.3% | +3.2% | -2.9% | -1.6% |
| 3M | -21.6% | +4.5% | -26.1% | -23.7% |
| 6M | -4.7% | +22.1% | -26.8% | -14.1% |
| YTD | -19.1% | -1.0% | -18.0% | -18.9% |
| 1Y | -2.5% | -2.1% | -0.4% | -2.0% |
| 3Y | +74.2% | +44.6% | +29.6% | +40.7% |
| 5Y | +113.1% | +22.2% | +91.0% | +79.1% |
| 10Y | +133.5% | +364.7% | -231.2% | -12.6% |
| All | +343.1% | +970.9% | -627.8% | -17.7% |
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