+149.9%
IBM vs B
+183.2%
-33.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.8% | +0.1% |
| 7D | -2.5% | +11.3% | -13.9% | -3.4% |
| 30D | +8.4% | +2.9% | +5.4% | +8.0% |
| 3M | +4.5% | -2.9% | +7.3% | +4.5% |
| 6M | +7.9% | -1.2% | +9.1% | +7.7% |
| YTD | -15.2% | -1.3% | -13.9% | -15.8% |
| 1Y | -17.6% | +30.4% | -48.0% | -20.3% |
| 3Y | +82.1% | +195.3% | -113.2% | +62.8% |
| 5Y | +143.3% | +146.2% | -2.9% | +118.4% |
| 10Y | +149.9% | +200.5% | -50.6% | +122.7% |
| All | +149.9% | +183.2% | -33.3% | +122.7% |
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