-10.5%
IBM vs IRE
-97.3%
+86.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +2.9% | +0.5% |
| 7D | -2.5% | -15.5% | +13.0% | -2.5% |
| 30D | +8.4% | -70.4% | +78.7% | +9.5% |
| 3M | +4.5% | -81.6% | +86.1% | +5.9% |
| 6M | +7.9% | -94.7% | +102.6% | +11.0% |
| YTD | -15.2% | -91.8% | +76.5% | -15.1% |
| 1Y | -17.6% | -97.6% | +80.0% | -13.7% |
| All | -10.5% | -97.3% | +86.8% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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