+131.6%
IBM vs NDAQ
+372.3%
-240.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.4% |
| 7D | +0.3% | -2.6% | +2.9% | +1.4% |
| 30D | -1.5% | +0.5% | -2.0% | -1.8% |
| 3M | -16.8% | +9.9% | -26.7% | -20.3% |
| 6M | -9.0% | +8.2% | -17.2% | -12.5% |
| YTD | -20.1% | -1.5% | -18.6% | -19.9% |
| 1Y | -7.0% | +1.3% | -8.3% | -8.2% |
| 3Y | +72.4% | +92.6% | -20.2% | +26.6% |
| 5Y | +112.0% | +53.8% | +58.2% | +67.7% |
| 10Y | +131.6% | +376.0% | -244.4% | +3.0% |
| All | +131.6% | +372.3% | -240.8% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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