+146.3%
IBM vs NIO
-45.3%
+191.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.9% | +0.2% |
| 7D | -1.5% | +2.8% | -4.3% | -1.7% |
| 30D | +8.4% | -8.4% | +16.8% | +8.8% |
| 3M | +4.2% | -32.0% | +36.1% | +5.8% |
| 6M | +7.9% | -43.9% | +51.9% | +10.4% |
| YTD | -15.2% | -35.7% | +20.5% | -13.9% |
| 1Y | -18.7% | -51.1% | +32.4% | -16.7% |
| 3Y | +79.2% | -54.7% | +133.9% | +81.1% |
| 5Y | +144.7% | -91.7% | +236.4% | +157.8% |
| All | +146.3% | -45.3% | +191.7% | +125.8% |
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