+131.6%
IBM vs CAPR
-77.1%
+208.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.6% | +2.4% | -1.2% |
| 7D | +0.3% | -9.5% | +9.8% | +0.4% |
| 30D | -1.5% | +121.5% | -123.0% | -2.4% |
| 3M | -16.8% | -65.4% | +48.6% | -16.5% |
| 6M | -9.0% | -67.5% | +58.5% | -8.7% |
| YTD | -20.1% | -68.6% | +48.6% | -19.8% |
| 1Y | -7.0% | +42.7% | -49.7% | -10.4% |
| 3Y | +72.4% | +43.4% | +29.0% | +62.6% |
| 5Y | +112.0% | +86.0% | +25.9% | +97.2% |
| 10Y | +131.6% | -77.4% | +209.0% | +107.4% |
| All | +131.6% | -77.1% | +208.7% | +107.4% |
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