+128.5%
IBM vs NET
+1,449.6%
-1,321.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.0% | +0.2% |
| 7D | -0.3% | -7.0% | +6.7% | +0.1% |
| 30D | +0.3% | -4.8% | +5.1% | +0.5% |
| 3M | -21.6% | +3.8% | -25.4% | -22.0% |
| 6M | -4.7% | +50.0% | -54.7% | -7.5% |
| YTD | -19.1% | +41.5% | -60.6% | -21.3% |
| 1Y | -2.5% | +32.8% | -35.3% | -5.0% |
| 3Y | +74.2% | +335.9% | -261.7% | +60.8% |
| 5Y | +113.1% | +113.8% | -0.7% | +94.4% |
| All | +128.5% | +1,449.6% | -1,321.0% | +72.2% |
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