-13.3%
IBM vs RVTY
+74.0%
-87.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +2.1% |
| 7D | +0.4% | -3.6% | +4.0% | +1.0% |
| 30D | +14.8% | +1.4% | +13.4% | +14.3% |
| 3M | +8.9% | +43.2% | -34.3% | +0.3% |
| 6M | +12.4% | +84.5% | -72.0% | -4.9% |
| YTD | -12.4% | +65.2% | -77.6% | -23.6% |
| 1Y | -13.3% | +74.3% | -87.6% | -25.6% |
| All | -13.3% | +74.0% | -87.3% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 1y: compounded portfolio wealth divided by compounded RVTY 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…
1y analysis · Full analysis span regression · 6 months rolling