-18.7%
IBM vs IVV
+12.0%
-30.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | -1.5% | -0.6% | -0.9% | -1.1% |
| 30D | +8.4% | -3.7% | +12.1% | +11.8% |
| 3M | +4.2% | -2.7% | +6.9% | +6.5% |
| 6M | +7.9% | +2.2% | +5.7% | +5.6% |
| YTD | -15.2% | +10.9% | -26.1% | -22.8% |
| 1Y | -18.7% | +11.3% | -30.0% | -26.3% |
| All | -18.7% | +12.0% | -30.7% | -26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling