+149.9%
IBM vs ALL
+367.3%
-217.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -2.5% | -3.9% | +1.3% | -1.0% |
| 30D | +8.4% | +10.6% | -2.3% | +4.0% |
| 3M | +4.5% | -4.6% | +9.0% | +6.0% |
| 6M | +7.9% | +20.2% | -12.3% | -0.2% |
| YTD | -15.2% | +23.7% | -38.9% | -22.9% |
| 1Y | -17.6% | +27.9% | -45.5% | -26.1% |
| 3Y | +82.1% | +109.2% | -27.1% | +28.5% |
| 5Y | +143.3% | +148.0% | -4.7% | +50.2% |
| 10Y | +149.9% | +363.8% | -213.9% | +16.4% |
| All | +149.9% | +367.3% | -217.4% | +16.4% |
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