+700.7%
GOOGL vs IBM
+140.2%
+560.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.2% |
| 7D | +5.7% | -0.3% | +6.0% | +5.8% |
| 30D | -15.6% | +6.8% | -22.3% | -17.4% |
| 3M | -13.0% | +4.4% | -17.4% | -14.6% |
| 6M | -22.8% | +13.2% | -36.0% | -30.0% |
| YTD | -4.4% | -15.1% | +10.8% | -4.0% |
| 1Y | +4.5% | -20.2% | +24.6% | +7.6% |
| 3Y | +127.4% | +79.3% | +48.1% | +57.3% |
| 5Y | +102.8% | +147.5% | -44.6% | +18.9% |
| All | +700.7% | +140.2% | +560.5% | +327.6% |
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