+767.4%
GOOG vs IBM
+139.1%
+628.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +1.4% |
| 7D | -2.5% | -0.3% | -2.2% | -2.5% |
| 30D | -3.6% | -1.8% | -1.8% | -3.2% |
| 3M | -6.4% | -13.5% | +7.0% | -4.4% |
| 6M | +7.8% | -5.1% | +12.9% | +4.4% |
| YTD | +5.5% | -19.4% | +24.9% | +8.0% |
| 1Y | +38.3% | -6.5% | +44.8% | +32.6% |
| 3Y | +143.1% | +73.8% | +69.3% | +70.4% |
| 5Y | +135.0% | +116.3% | +18.7% | +46.4% |
| All | +767.4% | +139.1% | +628.3% | +396.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM 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 IBM 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