+142.1%
IBM vs ACWI
+55.1%
+87.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.8% | +1.0% | -0.4% |
| 7D | -4.3% | -4.0% | -0.3% | -1.8% |
| 30D | +11.7% | -5.8% | +17.5% | +16.0% |
| 3M | +5.5% | -5.0% | +10.5% | +9.0% |
| 6M | +9.5% | +0.7% | +8.8% | +8.5% |
| YTD | -14.9% | +8.4% | -23.3% | -19.6% |
| 1Y | -17.4% | +10.1% | -27.5% | -22.7% |
| 3Y | +83.3% | +70.8% | +12.5% | +32.6% |
| 5Y | +142.1% | +55.4% | +86.7% | +77.2% |
| All | +142.1% | +55.1% | +87.0% | +77.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling