+131.6%
IBM vs RVTY
+140.1%
-8.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.6% |
| 7D | +0.3% | +0.4% | -0.1% | +0.2% |
| 30D | -1.5% | +10.8% | -12.3% | -4.1% |
| 3M | -16.8% | +26.8% | -43.5% | -22.2% |
| 6M | -9.0% | +39.3% | -48.4% | -17.3% |
| YTD | -20.1% | +31.6% | -51.7% | -26.4% |
| 1Y | -7.0% | +47.7% | -54.7% | -17.3% |
| 3Y | +72.4% | +19.9% | +52.5% | +57.5% |
| 5Y | +112.0% | -32.3% | +144.3% | +125.0% |
| 10Y | +131.6% | +138.4% | -6.9% | +48.6% |
| All | +131.6% | +140.1% | -8.5% | +48.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling