+147.3%
IBM vs B
+216.6%
-69.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | +1.6% | -7.3% | +8.9% | +2.2% |
| 30D | +9.2% | -3.3% | +12.5% | +9.4% |
| 3M | +4.9% | -7.8% | +12.7% | +5.5% |
| 6M | +16.8% | -15.5% | +32.3% | +18.1% |
| YTD | -14.3% | -12.3% | -2.0% | -14.1% |
| 1Y | -16.7% | +5.4% | -22.1% | -18.0% |
| 3Y | +82.2% | +165.5% | -83.3% | +63.6% |
| 5Y | +149.9% | +107.0% | +42.9% | +126.5% |
| All | +147.3% | +216.6% | -69.3% | +118.0% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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