+143.6%
IBM vs IT
+93.0%
+50.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +0.8% |
| 7D | -1.7% | -6.8% | +5.1% | +0.5% |
| 30D | +10.1% | -0.6% | +10.7% | +9.6% |
| 3M | +4.8% | +3.1% | +1.8% | +2.5% |
| 6M | +12.6% | +25.5% | -12.9% | +2.5% |
| YTD | -13.9% | -23.5% | +9.6% | -10.2% |
| 1Y | -18.7% | -16.6% | -2.1% | -17.4% |
| 3Y | +81.9% | -53.1% | +135.0% | +115.1% |
| 5Y | +148.3% | -41.4% | +189.8% | +166.1% |
| 10Y | +143.6% | +90.9% | +52.7% | +60.6% |
| All | +143.6% | +93.0% | +50.6% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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