+141.6%
IBM vs IBN
+364.2%
-222.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.2% |
| 7D | -1.5% | +15.8% | -17.3% | -4.9% |
| 30D | +8.4% | +25.1% | -16.7% | +2.7% |
| 3M | +4.2% | +16.0% | -11.8% | +0.5% |
| 6M | +7.9% | +32.8% | -24.8% | +0.8% |
| YTD | -15.2% | +18.0% | -33.2% | -18.7% |
| 1Y | -18.7% | +15.9% | -34.6% | -21.8% |
| 3Y | +79.2% | +57.6% | +21.6% | +59.1% |
| 5Y | +144.7% | +74.7% | +70.0% | +109.9% |
| 10Y | +141.6% | +373.9% | -232.4% | +70.1% |
| All | +141.6% | +364.2% | -222.6% | +70.1% |
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