+149.6%
IBM vs B
+183.2%
-33.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | -5.0% | +9.6% | -14.6% | -5.7% |
| 30D | +11.1% | +3.5% | +7.6% | +10.7% |
| 3M | +5.7% | -1.6% | +7.3% | +5.7% |
| 6M | +10.1% | -1.7% | +11.8% | +9.9% |
| YTD | -15.6% | -5.3% | -10.3% | -15.9% |
| 1Y | -19.5% | +27.2% | -46.8% | -22.0% |
| 3Y | +80.4% | +166.1% | -85.7% | +62.7% |
| 5Y | +140.0% | +136.5% | +3.5% | +116.1% |
| All | +149.6% | +183.2% | -33.6% | +122.4% |
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