+144.5%
IBM vs IT
+88.4%
+56.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.7% | +5.1% | +3.9% |
| 7D | +3.6% | -9.1% | +12.7% | +6.5% |
| 30D | +1.5% | -12.2% | +13.7% | +5.4% |
| 3M | -12.9% | +7.8% | -20.7% | -16.0% |
| 6M | -3.9% | +2.0% | -5.9% | -6.1% |
| YTD | -17.3% | -32.7% | +15.4% | -9.4% |
| 1Y | -5.0% | -31.1% | +26.1% | +2.6% |
| 3Y | +78.2% | -52.1% | +130.3% | +110.0% |
| 5Y | +120.6% | -46.3% | +166.9% | +143.5% |
| 10Y | +144.5% | +91.4% | +53.1% | +70.9% |
| All | +144.5% | +88.4% | +56.0% | +70.9% |
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