+313.5%
IBM vs ACWI
+330.1%
-16.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.8% | +1.0% | 0.0% |
| 7D | -4.3% | -4.0% | -0.3% | -1.4% |
| 30D | +11.7% | -5.8% | +17.5% | +16.7% |
| 3M | +5.5% | -5.0% | +10.5% | +9.6% |
| 6M | +9.5% | +0.7% | +8.8% | +8.4% |
| YTD | -14.9% | +8.4% | -23.3% | -20.3% |
| 1Y | -17.4% | +10.1% | -27.5% | -23.5% |
| 3Y | +83.3% | +70.8% | +12.5% | +22.1% |
| 5Y | +142.1% | +55.4% | +86.7% | +70.4% |
| 10Y | +157.2% | +223.3% | -66.1% | +6.5% |
| All | +313.5% | +330.1% | -16.6% | +29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling