+107.4%
IBM vs RVMD
+620.8%
-513.5%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -2.3% |
| 7D | -0.3% | -3.6% | +3.3% | 0.0% |
| 30D | -1.8% | -1.1% | -0.8% | -1.8% |
| 3M | -13.5% | +41.0% | -54.5% | -15.9% |
| 6M | -5.1% | +105.7% | -110.8% | -10.9% |
| YTD | -19.4% | +155.3% | -174.7% | -26.1% |
| 1Y | -6.5% | +402.7% | -409.3% | -19.1% |
| 3Y | +73.8% | +533.1% | -459.3% | +44.7% |
| 5Y | +116.3% | +583.5% | -467.2% | +73.1% |
| All | +107.4% | +620.8% | -513.5% | +49.2% |
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