+147.5%
IBM vs NET
+1,381.0%
-1,233.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.6% | +4.3% | +1.9% |
| 7D | +0.4% | -16.4% | +16.8% | +1.6% |
| 30D | +14.8% | -25.8% | +40.6% | +16.9% |
| 3M | +8.9% | -11.5% | +20.5% | +9.5% |
| 6M | +12.4% | +18.9% | -6.5% | +10.6% |
| YTD | -12.4% | +35.2% | -47.6% | -14.7% |
| 1Y | -13.3% | +14.5% | -27.7% | -14.9% |
| 3Y | +88.6% | +313.8% | -225.2% | +74.6% |
| 5Y | +154.8% | +32.6% | +122.2% | +134.9% |
| All | +147.5% | +1,381.0% | -1,233.5% | +86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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