+147.3%
IBM vs C
+216.5%
-69.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +1.6% | +4.2% | -2.6% | 0.0% |
| 30D | +9.2% | +2.0% | +7.2% | +8.3% |
| 3M | +4.9% | -10.1% | +15.1% | +9.0% |
| 6M | +16.8% | +1.0% | +15.8% | +16.3% |
| YTD | -14.3% | +8.5% | -22.8% | -17.3% |
| 1Y | -16.7% | +25.7% | -42.4% | -24.1% |
| 3Y | +82.2% | +216.0% | -133.8% | +12.7% |
| 5Y | +149.9% | +112.3% | +37.6% | +77.5% |
| All | +147.3% | +216.5% | -69.3% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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