+158.0%
IBM vs ROIV
+248.8%
-90.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.2% | +1.4% | -2.7% |
| 7D | -4.3% | -2.4% | -1.9% | -4.2% |
| 30D | +11.7% | +3.1% | +8.6% | +11.5% |
| 3M | +5.5% | +5.8% | -0.3% | +5.2% |
| 6M | +9.5% | +29.3% | -19.8% | +8.2% |
| YTD | -14.9% | +68.8% | -83.6% | -16.8% |
| 1Y | -17.4% | +81.0% | -98.4% | -19.5% |
| 3Y | +83.3% | +294.6% | -211.3% | +74.1% |
| 5Y | +142.1% | +373.1% | -231.1% | +124.8% |
| All | +158.0% | +248.8% | -90.7% | +129.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling