+157.0%
IBM vs ROIV
+287.3%
-130.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.6% | -4.2% | +0.3% |
| 7D | -2.5% | +13.3% | -15.9% | -3.0% |
| 30D | +8.4% | +14.8% | -6.4% | +7.8% |
| 3M | +4.5% | +11.9% | -7.4% | +4.0% |
| 6M | +7.9% | +42.4% | -34.5% | +6.2% |
| YTD | -15.2% | +87.4% | -102.6% | -17.5% |
| 1Y | -17.6% | +97.2% | -114.8% | -19.9% |
| 3Y | +82.1% | +375.7% | -293.6% | +72.2% |
| 5Y | +143.3% | +379.0% | -235.7% | +124.4% |
| All | +157.0% | +287.3% | -130.3% | +127.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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