+131.6%
IBM vs A
+237.5%
-105.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.3% |
| 7D | +0.3% | -2.1% | +2.4% | +1.0% |
| 30D | -1.5% | +0.6% | -2.1% | -1.7% |
| 3M | -16.8% | +10.9% | -27.6% | -20.1% |
| 6M | -9.0% | +28.2% | -37.2% | -17.5% |
| YTD | -20.1% | +8.6% | -28.6% | -23.2% |
| 1Y | -7.0% | +15.5% | -22.5% | -12.9% |
| 3Y | +72.4% | +31.8% | +40.6% | +49.0% |
| 5Y | +112.0% | -14.9% | +126.8% | +114.9% |
| 10Y | +131.6% | +237.8% | -106.3% | +26.6% |
| All | +131.6% | +237.5% | -105.9% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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