+149.9%
IBM vs ACWI
+226.8%
-76.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.2% | -1.7% |
| 7D | -2.5% | +0.3% | -2.9% | -2.9% |
| 30D | +8.4% | -2.8% | +11.2% | +10.9% |
| 3M | +4.5% | -3.2% | +7.6% | +7.2% |
| 6M | +7.9% | +1.3% | +6.6% | +6.2% |
| YTD | -15.2% | +11.2% | -26.4% | -23.1% |
| 1Y | -17.6% | +13.8% | -31.3% | -26.6% |
| 3Y | +82.1% | +76.2% | +5.9% | +11.0% |
| 5Y | +143.3% | +59.5% | +83.9% | +60.3% |
| 10Y | +149.9% | +222.2% | -72.3% | -16.4% |
| All | +149.9% | +226.8% | -76.9% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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