+144.5%
IBM vs IBN
+312.2%
-167.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.7% | +5.1% | +3.8% |
| 7D | +3.6% | -5.1% | +8.7% | +4.8% |
| 30D | +1.5% | -3.5% | +5.1% | +2.3% |
| 3M | -12.9% | +11.3% | -24.2% | -15.0% |
| 6M | -3.9% | +4.4% | -8.3% | -5.0% |
| YTD | -17.3% | -1.8% | -15.5% | -17.1% |
| 1Y | -5.0% | -8.0% | +3.0% | -3.5% |
| 3Y | +78.2% | +27.1% | +51.1% | +67.0% |
| 5Y | +120.6% | +54.5% | +66.1% | +95.3% |
| 10Y | +144.5% | +314.2% | -169.8% | +82.7% |
| All | +144.5% | +312.2% | -167.7% | +82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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