+136.5%
IBM vs ALL
+358.9%
-222.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.3% |
| 7D | +0.3% | -1.7% | +2.0% | +1.0% |
| 30D | -1.5% | -4.7% | +3.2% | +0.3% |
| 3M | -16.8% | +18.4% | -35.1% | -22.1% |
| 6M | -9.0% | +20.5% | -29.5% | -15.9% |
| YTD | -20.1% | +23.5% | -43.6% | -27.1% |
| 1Y | -7.0% | +29.0% | -36.0% | -17.0% |
| 3Y | +72.4% | +153.7% | -81.3% | +11.3% |
| 5Y | +112.0% | +114.8% | -2.8% | +42.2% |
| All | +136.5% | +358.9% | -222.4% | +5.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling