+157.1%
IBM vs ROIV
+292.3%
-135.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.2% | 0.0% |
| 7D | -1.5% | +14.3% | -15.8% | -2.0% |
| 30D | +8.4% | +16.2% | -7.8% | +7.8% |
| 3M | +4.2% | +15.1% | -10.9% | +3.6% |
| 6M | +7.9% | +44.2% | -36.3% | +6.2% |
| YTD | -15.2% | +89.8% | -105.0% | -17.5% |
| 1Y | -18.7% | +94.6% | -113.3% | -21.0% |
| 3Y | +79.2% | +367.5% | -288.3% | +69.5% |
| 5Y | +144.7% | +421.4% | -276.7% | +126.0% |
| All | +157.1% | +292.3% | -135.2% | +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 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