+141.6%
IBM vs A
+312.5%
-170.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.5% |
| 7D | -1.5% | +1.4% | -2.9% | -2.0% |
| 30D | +8.4% | +4.3% | +4.1% | +6.8% |
| 3M | +4.2% | +19.8% | -15.6% | -2.5% |
| 6M | +7.9% | +54.4% | -46.4% | -8.5% |
| YTD | -15.2% | +31.7% | -46.9% | -24.1% |
| 1Y | -18.7% | +22.4% | -41.2% | -25.3% |
| 3Y | +79.2% | +67.7% | +11.5% | +42.0% |
| 5Y | +144.7% | +15.7% | +129.0% | +119.2% |
| 10Y | +141.6% | +308.7% | -167.1% | +27.4% |
| All | +141.6% | +312.5% | -170.9% | +27.4% |
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