+143.6%
IBM vs FIVE
+535.9%
-392.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.7% |
| 7D | -1.7% | -0.5% | -1.2% | -1.7% |
| 30D | +10.1% | +17.4% | -7.3% | +7.2% |
| 3M | +4.8% | +7.0% | -2.2% | +3.4% |
| 6M | +12.6% | +20.5% | -7.9% | +8.3% |
| YTD | -13.9% | +33.1% | -47.0% | -18.8% |
| 1Y | -18.7% | +67.1% | -85.8% | -26.2% |
| 3Y | +81.9% | +41.9% | +40.0% | +63.4% |
| 5Y | +148.3% | +21.1% | +127.3% | +123.0% |
| 10Y | +143.6% | +518.8% | -375.2% | +63.4% |
| All | +143.6% | +535.9% | -392.3% | +63.4% |
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