+132.4%
IBM vs IVV
+315.9%
-183.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | +0.3% | +0.1% | +0.2% | +0.3% |
| 3M | -21.6% | +2.0% | -23.6% | -23.0% |
| 6M | -4.7% | +13.0% | -17.7% | -14.1% |
| YTD | -19.1% | +13.6% | -32.7% | -27.1% |
| 1Y | -2.5% | +20.1% | -22.6% | -16.1% |
| 3Y | +74.2% | +77.6% | -3.5% | +8.0% |
| 5Y | +113.1% | +82.5% | +30.7% | +26.7% |
| All | +132.4% | +315.9% | -183.6% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IVV.
Daily Out/Under-Performance
Portfolio return minus IVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVV 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 10y: compounded portfolio wealth divided by compounded IVV 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…
10y analysis · Full analysis span regression · 6 months rolling