+149.9%
IBM vs MSCI
+799.4%
-649.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.4% | +0.2% |
| 7D | -2.5% | +1.5% | -4.0% | -3.0% |
| 30D | +8.4% | +14.4% | -6.0% | +3.9% |
| 3M | +4.5% | +15.2% | -10.7% | -0.1% |
| 6M | +7.9% | +11.2% | -3.3% | +4.3% |
| YTD | -15.2% | +13.9% | -29.2% | -18.6% |
| 1Y | -17.6% | +12.5% | -30.1% | -20.6% |
| 3Y | +82.1% | +32.3% | +49.8% | +64.3% |
| 5Y | +143.3% | +4.9% | +138.5% | +129.5% |
| 10Y | +149.9% | +779.7% | -629.8% | +17.4% |
| All | +149.9% | +799.4% | -649.5% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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