+147.3%
IBM vs CB
+250.2%
-103.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.5% |
| 7D | +1.6% | +2.9% | -1.4% | +0.3% |
| 30D | +9.2% | +7.3% | +1.9% | +5.8% |
| 3M | +4.9% | +9.4% | -4.5% | +0.7% |
| 6M | +16.8% | +19.6% | -2.9% | +8.0% |
| YTD | -14.3% | +21.5% | -35.8% | -21.7% |
| 1Y | -16.7% | +28.0% | -44.7% | -25.7% |
| 3Y | +82.2% | +74.9% | +7.4% | +38.3% |
| 5Y | +149.9% | +108.1% | +41.8% | +70.8% |
| All | +147.3% | +250.2% | -103.0% | +28.2% |
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