+151.2%
IBM vs IR
+336.9%
-185.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.5% | -0.3% |
| 7D | -2.2% | +1.5% | -3.7% | -2.7% |
| 30D | +7.7% | +9.0% | -1.4% | +4.8% |
| 3M | +3.5% | -0.9% | +4.3% | +3.4% |
| 6M | +7.2% | +13.4% | -6.2% | +2.4% |
| YTD | -15.8% | +8.5% | -24.2% | -19.1% |
| 1Y | -19.3% | +11.3% | -30.5% | -23.1% |
| 3Y | +78.0% | +26.0% | +52.0% | +59.5% |
| 5Y | +143.0% | +47.9% | +95.2% | +102.6% |
| All | +151.2% | +336.9% | -185.7% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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