+149.9%
IBM vs CB
+246.2%
-96.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -2.5% | -1.5% | -1.0% | -1.9% |
| 30D | +8.4% | +6.5% | +1.8% | +5.3% |
| 3M | +4.5% | +4.1% | +0.4% | +2.5% |
| 6M | +7.9% | +14.4% | -6.5% | +1.7% |
| YTD | -15.2% | +17.5% | -32.7% | -21.4% |
| 1Y | -17.6% | +27.5% | -45.1% | -26.4% |
| 3Y | +82.1% | +71.6% | +10.5% | +39.2% |
| 5Y | +143.3% | +100.6% | +42.7% | +69.0% |
| 10Y | +149.9% | +243.0% | -93.1% | +29.8% |
| All | +149.9% | +246.2% | -96.3% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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