-18.7%
IBM vs ROIV
+96.8%
-115.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.4% |
| 7D | -1.7% | +9.5% | -11.2% | -2.1% |
| 30D | +10.1% | +21.0% | -10.9% | +9.4% |
| 3M | +4.8% | +18.7% | -13.9% | +4.2% |
| 6M | +12.6% | +44.5% | -31.9% | +9.8% |
| YTD | -13.9% | +92.9% | -106.8% | -18.8% |
| 1Y | -18.7% | +100.2% | -118.9% | -23.5% |
| All | -18.7% | +96.8% | -115.5% | -23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling