+83.0%
IBM vs IVV
+79.8%
+3.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +0.5% |
| 7D | -1.7% | -0.9% | -0.8% | -1.1% |
| 30D | +10.1% | -2.3% | +12.4% | +12.1% |
| 3M | +4.8% | -1.2% | +6.0% | +5.7% |
| 6M | +12.6% | +3.3% | +9.3% | +9.6% |
| YTD | -13.9% | +12.3% | -26.2% | -21.5% |
| 1Y | -18.7% | +12.5% | -31.2% | -26.0% |
| All | +83.0% | +79.8% | +3.3% | +14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling