+143.6%
IBM vs RVTY
+219.6%
-75.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | -1.7% | -0.7% | -1.0% | -1.6% |
| 30D | +10.1% | +1.7% | +8.4% | +9.4% |
| 3M | +4.8% | +36.8% | -32.0% | -3.9% |
| 6M | +12.6% | +60.1% | -47.5% | -1.4% |
| YTD | -13.9% | +64.0% | -77.9% | -25.5% |
| 1Y | -18.7% | +68.2% | -86.9% | -30.2% |
| 3Y | +81.9% | +88.8% | -6.9% | +47.2% |
| 5Y | +148.3% | -10.5% | +158.8% | +142.9% |
| 10Y | +143.6% | +219.7% | -76.1% | +49.0% |
| All | +143.6% | +219.6% | -75.9% | +49.0% |
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