+144.5%
IBM vs ALL
+359.1%
-214.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.3% | +3.4% |
| 7D | +3.6% | -2.2% | +5.8% | +4.5% |
| 30D | +1.5% | -5.6% | +7.1% | +3.7% |
| 3M | -12.9% | +17.2% | -30.2% | -18.2% |
| 6M | -3.9% | +23.2% | -27.2% | -12.0% |
| YTD | -17.3% | +23.6% | -40.9% | -24.7% |
| 1Y | -5.0% | +29.2% | -34.2% | -15.2% |
| 3Y | +78.2% | +153.8% | -75.6% | +15.1% |
| 5Y | +120.6% | +116.1% | +4.5% | +47.5% |
| 10Y | +144.5% | +364.8% | -220.3% | +9.1% |
| All | +144.5% | +359.1% | -214.6% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded ALL 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling