+143.6%
IBM vs ACWI
+227.3%
-83.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +0.5% |
| 7D | -1.7% | -0.7% | -1.1% | -1.2% |
| 30D | +10.1% | -2.0% | +12.1% | +11.9% |
| 3M | +4.8% | -2.2% | +7.0% | +6.6% |
| 6M | +12.6% | +1.9% | +10.7% | +10.3% |
| YTD | -13.9% | +12.0% | -25.9% | -22.3% |
| 1Y | -18.7% | +12.5% | -31.2% | -26.9% |
| 3Y | +81.9% | +75.4% | +6.5% | +11.3% |
| 5Y | +148.3% | +61.5% | +86.8% | +61.6% |
| 10Y | +143.6% | +227.1% | -83.5% | -22.8% |
| All | +143.6% | +227.3% | -83.7% | -22.8% |
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