+9.5%
IBM vs IVV
+2.1%
+7.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.4% | +1.6% | -0.5% |
| 7D | -4.3% | -4.8% | +0.4% | -1.9% |
| 30D | +11.7% | -5.9% | +17.6% | +15.2% |
| 3M | +5.5% | -4.5% | +10.0% | +8.0% |
| 6M | +9.5% | +1.8% | +7.6% | +10.9% |
| All | +9.5% | +2.1% | +7.4% | +10.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling