-16.7%
IBM vs ROIV
+87.6%
-104.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.0% |
| 7D | +1.6% | +1.7% | -0.1% | +1.5% |
| 30D | +9.2% | +17.6% | -8.4% | +8.8% |
| 3M | +4.9% | +9.0% | -4.0% | +4.7% |
| 6M | +16.8% | +35.3% | -18.5% | +14.6% |
| YTD | -14.3% | +82.2% | -96.4% | -18.2% |
| 1Y | -16.7% | +92.3% | -109.0% | -20.3% |
| All | -16.7% | +87.6% | -104.3% | -20.3% |
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 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