+377.5%
IBM vs IVV
+724.3%
-346.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.4% | +1.6% | +0.9% |
| 7D | -4.3% | -4.8% | +0.4% | -0.3% |
| 30D | +11.7% | -5.9% | +17.6% | +17.5% |
| 3M | +5.5% | -4.5% | +10.0% | +9.7% |
| 6M | +9.5% | +1.8% | +7.6% | +7.4% |
| YTD | -14.9% | +8.4% | -23.2% | -20.7% |
| 1Y | -17.4% | +9.4% | -26.8% | -23.6% |
| 3Y | +83.3% | +75.3% | +8.0% | +12.2% |
| 5Y | +142.1% | +67.8% | +74.3% | +50.1% |
| 10Y | +157.2% | +314.2% | -157.0% | -28.5% |
| All | +377.5% | +724.3% | -346.8% | -30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling