+143.3%
IBM vs ACWI
+58.8%
+84.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.2% | -1.2% |
| 7D | -2.5% | +0.3% | -2.9% | -2.8% |
| 30D | +8.4% | -2.8% | +11.2% | +10.3% |
| 3M | +4.5% | -3.2% | +7.6% | +6.5% |
| 6M | +7.9% | +1.3% | +6.6% | +6.7% |
| YTD | -15.2% | +11.2% | -26.4% | -21.2% |
| 1Y | -17.6% | +13.8% | -31.3% | -24.5% |
| 3Y | +82.1% | +76.2% | +5.9% | +29.2% |
| 5Y | +143.3% | +59.5% | +83.9% | +75.6% |
| All | +143.3% | +58.8% | +84.5% | +75.6% |
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