+149.6%
IBM vs FIVE
+563.4%
-413.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -5.0% | -0.3% | -4.7% | -4.9% |
| 30D | +11.1% | +17.7% | -6.5% | +8.2% |
| 3M | +5.7% | +4.0% | +1.7% | +4.7% |
| 6M | +10.1% | +2.6% | +7.5% | +8.8% |
| YTD | -15.6% | +27.6% | -43.2% | -19.8% |
| 1Y | -19.5% | +59.9% | -79.5% | -26.4% |
| 3Y | +80.4% | +35.8% | +44.6% | +63.2% |
| 5Y | +140.0% | +14.4% | +125.6% | +117.7% |
| All | +149.6% | +563.4% | -413.9% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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