+120.5%
IBM vs RVMD
+510.7%
-390.2%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.2% |
| 7D | +1.6% | -10.4% | +12.0% | +2.4% |
| 30D | +9.2% | -11.0% | +20.2% | +10.0% |
| 3M | +4.9% | -14.7% | +19.6% | +6.0% |
| 6M | +16.8% | +14.9% | +1.9% | +15.0% |
| YTD | -14.3% | +116.3% | -130.6% | -20.6% |
| 1Y | -16.7% | +167.6% | -184.3% | -24.2% |
| 3Y | +82.2% | +776.8% | -694.6% | +49.3% |
| 5Y | +149.9% | +424.8% | -274.8% | +105.3% |
| All | +120.5% | +510.7% | -390.2% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 10y: compounded portfolio wealth divided by compounded RVMD 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…
10y analysis · Full analysis span regression · 6 months rolling