+141.6%
IBM vs IT
+88.3%
+53.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.4% |
| 7D | -1.5% | -7.5% | +6.0% | +0.9% |
| 30D | +8.4% | -1.2% | +9.6% | +8.1% |
| 3M | +4.2% | -2.2% | +6.4% | +3.6% |
| 6M | +7.9% | +19.1% | -11.1% | -0.2% |
| YTD | -15.2% | -25.1% | +9.9% | -10.9% |
| 1Y | -18.7% | -17.4% | -1.4% | -17.1% |
| 3Y | +79.2% | -54.1% | +133.3% | +113.3% |
| 5Y | +144.7% | -42.7% | +187.4% | +164.0% |
| 10Y | +141.6% | +88.1% | +53.4% | +59.8% |
| All | +141.6% | +88.3% | +53.3% | +59.8% |
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