+141.6%
IBM vs FIVE
+562.8%
-421.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -1.5% | +7.3% | -8.9% | -2.7% |
| 30D | +8.4% | +18.1% | -9.7% | +5.4% |
| 3M | +4.2% | +7.7% | -3.5% | +2.6% |
| 6M | +7.9% | +13.6% | -5.7% | +4.9% |
| YTD | -15.2% | +34.6% | -49.8% | -20.1% |
| 1Y | -18.7% | +66.2% | -85.0% | -26.1% |
| 3Y | +79.2% | +43.5% | +35.7% | +60.6% |
| 5Y | +144.7% | +20.7% | +124.1% | +120.2% |
| 10Y | +141.6% | +541.5% | -399.9% | +61.7% |
| All | +141.6% | +562.8% | -421.2% | +61.7% |
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