+149.6%
IBM vs CAPR
-68.5%
+218.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.7% | -5.5% | -0.9% |
| 7D | -5.0% | +41.1% | -46.0% | -5.3% |
| 30D | +11.1% | +11.1% | 0.0% | +10.9% |
| 3M | +5.7% | +115.3% | -109.6% | +4.7% |
| 6M | +10.1% | -73.8% | +83.9% | +10.7% |
| YTD | -15.6% | -68.8% | +53.2% | -15.4% |
| 1Y | -19.5% | +43.3% | -62.9% | -22.4% |
| 3Y | +80.4% | +214.7% | -134.3% | +68.2% |
| 5Y | +140.0% | +141.3% | -1.3% | +122.4% |
| All | +149.6% | -68.5% | +218.1% | +119.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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