+143.8%
IBM vs NOK
+144.6%
-0.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.8% | -0.8% | +3.2% |
| 7D | +3.6% | +11.0% | -7.4% | +1.8% |
| 30D | +3.1% | +7.8% | -4.8% | +1.8% |
| 3M | -10.8% | -21.0% | +10.2% | -8.1% |
| 6M | -0.8% | +40.9% | -41.7% | -9.1% |
| YTD | -16.2% | +72.0% | -88.2% | -26.4% |
| 1Y | -2.9% | +140.9% | -143.8% | -21.1% |
| 3Y | +79.8% | +194.3% | -114.4% | +39.1% |
| 5Y | +124.9% | +112.5% | +12.4% | +82.1% |
| All | +143.8% | +144.6% | -0.8% | +72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NOK.
Daily Out/Under-Performance
Portfolio return minus NOK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOK 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 NOK 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