+143.6%
IBM vs B
+203.3%
-59.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.6% |
| 7D | -1.7% | -2.7% | +0.9% | -1.5% |
| 30D | +10.1% | -4.3% | +14.4% | +10.4% |
| 3M | +4.8% | -2.3% | +7.1% | +4.9% |
| 6M | +12.6% | -16.2% | +28.8% | +14.0% |
| YTD | -13.9% | -8.8% | -5.1% | -14.0% |
| 1Y | -18.7% | +11.4% | -30.1% | -20.4% |
| 3Y | +81.9% | +174.3% | -92.4% | +62.8% |
| 5Y | +148.3% | +116.2% | +32.1% | +124.1% |
| 10Y | +143.6% | +222.7% | -79.1% | +113.9% |
| All | +143.6% | +203.3% | -59.7% | +113.9% |
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