+146.2%
IBM vs NIO
-43.2%
+189.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | -2.5% | +6.9% | -9.4% | -2.8% |
| 30D | +8.4% | -4.7% | +13.1% | +8.6% |
| 3M | +4.5% | -28.1% | +32.5% | +5.8% |
| 6M | +7.9% | -41.7% | +49.6% | +10.1% |
| YTD | -15.2% | -33.1% | +17.9% | -14.1% |
| 1Y | -17.6% | -50.3% | +32.7% | -15.6% |
| 3Y | +82.1% | -54.4% | +136.4% | +84.0% |
| 5Y | +143.3% | -91.6% | +234.9% | +156.2% |
| All | +146.2% | -43.2% | +189.4% | +125.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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