+667.7%
GOOGL vs IBM
+145.6%
+522.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +1.6% |
| 7D | +1.6% | -1.7% | +3.3% | +2.1% |
| 30D | -16.8% | +10.1% | -26.9% | -19.4% |
| 3M | -14.6% | +4.8% | -19.4% | -16.2% |
| 6M | -24.4% | +12.6% | -37.0% | -31.2% |
| YTD | -6.1% | -13.9% | +7.8% | -6.1% |
| 1Y | +1.0% | -18.7% | +19.7% | +3.4% |
| 3Y | +123.4% | +81.9% | +41.5% | +53.8% |
| 5Y | +103.2% | +148.3% | -45.1% | +19.1% |
| 10Y | +667.7% | +143.6% | +524.1% | +311.5% |
| All | +667.7% | +145.6% | +522.1% | +311.5% |
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