+149.9%
IBM vs M
+3.7%
+146.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.1% | -7.6% | -0.7% |
| 7D | -2.5% | +2.5% | -5.1% | -2.9% |
| 30D | +8.4% | +10.1% | -1.7% | +6.8% |
| 3M | +4.5% | -0.9% | +5.4% | +4.3% |
| 6M | +7.9% | +30.2% | -22.3% | +3.3% |
| YTD | -15.2% | +16.3% | -31.5% | -17.8% |
| 1Y | -17.6% | +27.0% | -44.5% | -21.2% |
| 3Y | +82.1% | +154.5% | -72.4% | +53.1% |
| 5Y | +143.3% | -1.1% | +144.4% | +123.9% |
| 10Y | +149.9% | +0.5% | +149.4% | +90.6% |
| All | +149.9% | +3.7% | +146.2% | +90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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