+2,413.6%
IBM vs RVTY
+2,416.7%
-3.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -0.3% | +1.1% | -1.4% | -0.5% |
| 30D | +0.3% | +13.2% | -12.9% | -2.4% |
| 3M | -21.6% | +27.2% | -48.9% | -25.9% |
| 6M | -4.7% | +32.4% | -37.1% | -11.0% |
| YTD | -19.1% | +34.9% | -54.0% | -24.8% |
| 1Y | -2.5% | +52.4% | -54.9% | -12.1% |
| 3Y | +74.2% | +12.3% | +61.9% | +64.1% |
| 5Y | +113.1% | -30.8% | +144.0% | +118.9% |
| 10Y | +133.5% | +150.7% | -17.1% | +77.7% |
| All | +2,413.6% | +2,416.7% | -3.1% | +925.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling