+149.9%
IBM vs ALM
+2,221.4%
-2,071.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.1% | -7.6% | +0.3% |
| 7D | -2.5% | +0.7% | -3.3% | -2.6% |
| 30D | +8.4% | -26.1% | +34.4% | +8.8% |
| 3M | +4.5% | -38.1% | +42.6% | +5.1% |
| 6M | +7.9% | -55.4% | +63.3% | +8.9% |
| YTD | -15.2% | -0.4% | -14.8% | -15.7% |
| 1Y | -17.6% | +25.4% | -42.9% | -18.5% |
| 3Y | +82.1% | +907.8% | -825.7% | +71.9% |
| 5Y | +143.3% | +440.2% | -296.8% | +130.6% |
| 10Y | +149.9% | +2,031.1% | -1,881.2% | +135.3% |
| All | +149.9% | +2,221.4% | -2,071.5% | +135.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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