+746.7%
GOOGL vs IBM
+140.9%
+605.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.4% | -5.7% | -3.3% |
| 7D | -1.9% | +3.6% | -5.4% | -3.0% |
| 30D | -7.5% | +1.5% | -9.0% | -8.0% |
| 3M | -9.2% | -12.9% | +3.7% | -7.3% |
| 6M | +8.1% | -3.9% | +12.0% | +4.4% |
| YTD | +5.8% | -17.3% | +23.2% | +7.6% |
| 1Y | +38.3% | -5.0% | +43.3% | +32.2% |
| 3Y | +144.8% | +78.2% | +66.5% | +70.0% |
| 5Y | +132.5% | +120.6% | +11.9% | +43.9% |
| 10Y | +746.7% | +144.5% | +602.2% | +372.7% |
| All | +746.7% | +140.9% | +605.8% | +372.7% |
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