+147.3%
IBM vs BEN
+58.7%
+88.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | +1.6% | +6.8% | -5.2% | -0.9% |
| 30D | +9.2% | +18.0% | -8.8% | +2.7% |
| 3M | +4.9% | +7.5% | -2.5% | +2.0% |
| 6M | +16.8% | +14.7% | +2.1% | +10.3% |
| YTD | -14.3% | +56.1% | -70.4% | -27.8% |
| 1Y | -16.7% | +69.6% | -86.3% | -31.9% |
| 3Y | +82.2% | +87.7% | -5.4% | +38.7% |
| 5Y | +149.9% | +28.6% | +121.3% | +114.2% |
| All | +147.3% | +58.7% | +88.5% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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