+120.6%
IBM vs RVMD
+591.3%
-470.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +3.4% |
| 7D | +3.6% | -0.7% | +4.3% | +3.6% |
| 30D | +1.5% | +0.3% | +1.2% | +1.5% |
| 3M | -12.9% | +38.9% | -51.8% | -14.5% |
| 6M | -3.9% | +108.1% | -112.0% | -7.9% |
| YTD | -17.3% | +160.7% | -178.1% | -21.9% |
| 1Y | -5.0% | +407.3% | -412.3% | -13.5% |
| 3Y | +78.2% | +546.6% | -468.4% | +59.4% |
| 5Y | +120.6% | +579.8% | -459.2% | +93.9% |
| All | +120.6% | +591.3% | -470.7% | +93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling