+147.3%
IBM vs ITOT
+287.5%
-140.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.3% |
| 7D | +1.6% | +2.5% | -0.9% | -0.4% |
| 30D | +9.2% | -1.7% | +10.9% | +10.6% |
| 3M | +4.9% | -3.4% | +8.3% | +7.7% |
| 6M | +16.8% | +2.1% | +14.7% | +14.5% |
| YTD | -14.3% | +11.5% | -25.8% | -21.5% |
| 1Y | -16.7% | +13.6% | -30.3% | -24.9% |
| 3Y | +82.2% | +77.2% | +5.0% | +14.3% |
| 5Y | +149.9% | +64.4% | +85.6% | +64.5% |
| All | +147.3% | +287.5% | -140.2% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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