+80.4%
IBM vs ROIV
+314.9%
-234.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.2% | -7.0% | -1.5% |
| 7D | -5.0% | +5.3% | -10.3% | -5.5% |
| 30D | +11.1% | +11.9% | -0.8% | +9.7% |
| 3M | +5.7% | +10.7% | -5.0% | +4.2% |
| 6M | +10.1% | +34.9% | -24.8% | +4.9% |
| YTD | -15.6% | +79.2% | -94.8% | -23.7% |
| 1Y | -19.5% | +89.0% | -108.6% | -28.1% |
| 3Y | +80.4% | +337.3% | -257.0% | +38.2% |
| All | +80.4% | +314.9% | -234.5% | +38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling