+131.6%
IBM vs ACN
+85.2%
+46.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | +0.9% |
| 7D | +0.3% | -4.8% | +5.1% | +2.8% |
| 30D | -1.5% | +1.9% | -3.4% | -2.6% |
| 3M | -16.8% | +3.9% | -20.6% | -19.5% |
| 6M | -9.0% | -15.0% | +6.0% | -2.5% |
| YTD | -20.1% | -31.9% | +11.8% | -4.2% |
| 1Y | -7.0% | -28.5% | +21.5% | +7.9% |
| 3Y | +72.4% | -41.9% | +114.3% | +119.1% |
| 5Y | +112.0% | -42.9% | +154.8% | +162.2% |
| 10Y | +131.6% | +88.7% | +42.8% | +43.6% |
| All | +131.6% | +85.2% | +46.3% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 ACN 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