+145.1%
IBM vs NIO
-43.5%
+188.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.9% | -6.8% | -1.1% |
| 7D | -5.0% | +5.6% | -10.6% | -5.2% |
| 30D | +11.1% | -4.2% | +15.3% | +11.3% |
| 3M | +5.7% | -26.3% | +32.0% | +7.0% |
| 6M | +10.1% | -42.5% | +52.7% | +12.5% |
| YTD | -15.6% | -33.5% | +17.9% | -14.5% |
| 1Y | -19.5% | -52.7% | +33.1% | -17.4% |
| 3Y | +80.4% | -57.5% | +137.9% | +82.8% |
| 5Y | +140.0% | -92.0% | +232.0% | +153.1% |
| All | +145.1% | -43.5% | +188.6% | +124.4% |
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