+2,521.8%
IBM vs RVTY
+2,899.1%
-377.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.5% |
| 7D | -5.0% | -1.2% | -3.8% | -4.8% |
| 30D | +11.1% | +1.0% | +10.1% | +10.7% |
| 3M | +5.7% | +35.8% | -30.1% | -1.6% |
| 6M | +10.1% | +56.7% | -46.6% | -1.0% |
| YTD | -15.6% | +60.7% | -76.3% | -24.9% |
| 1Y | -19.5% | +73.7% | -93.2% | -29.6% |
| 3Y | +80.4% | +82.8% | -2.4% | +53.0% |
| 5Y | +140.0% | -7.0% | +147.0% | +130.2% |
| 10Y | +155.0% | +212.3% | -57.3% | +84.3% |
| All | +2,521.8% | +2,899.1% | -377.3% | +924.9% |
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