-16.7%
IBM vs RVTY
+66.4%
-83.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.3% |
| 7D | +1.6% | -0.5% | +2.0% | +1.6% |
| 30D | +9.2% | +1.5% | +7.7% | +8.7% |
| 3M | +4.9% | +31.5% | -26.5% | -1.7% |
| 6M | +16.8% | +62.7% | -45.9% | +2.3% |
| YTD | -14.3% | +60.0% | -74.3% | -25.1% |
| 1Y | -16.7% | +65.7% | -82.4% | -27.8% |
| All | -16.7% | +66.4% | -83.1% | -27.8% |
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