+141.6%
IBM vs B
+184.6%
-43.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.1% | +6.1% | +0.6% |
| 7D | -1.5% | +7.1% | -8.7% | -2.1% |
| 30D | +8.4% | -3.3% | +11.7% | +8.6% |
| 3M | +4.2% | -2.5% | +6.7% | +4.3% |
| 6M | +7.9% | -7.2% | +15.2% | +8.2% |
| YTD | -15.2% | -7.4% | -7.8% | -15.4% |
| 1Y | -18.7% | +16.4% | -35.2% | -20.7% |
| 3Y | +79.2% | +178.7% | -99.5% | +60.3% |
| 5Y | +144.7% | +121.7% | +23.0% | +120.6% |
| 10Y | +141.6% | +208.6% | -67.0% | +114.0% |
| All | +141.6% | +184.6% | -43.0% | +114.0% |
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