+143.8%
IBM vs NTRS
+259.9%
-116.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.9% | +3.5% |
| 7D | +3.6% | +1.4% | +2.2% | +3.0% |
| 30D | +3.1% | -0.7% | +3.7% | +3.3% |
| 3M | -10.8% | +11.3% | -22.2% | -14.9% |
| 6M | -0.8% | +35.5% | -36.3% | -12.7% |
| YTD | -16.2% | +40.6% | -56.8% | -27.3% |
| 1Y | -2.9% | +49.2% | -52.1% | -17.8% |
| 3Y | +79.8% | +167.2% | -87.4% | +17.3% |
| 5Y | +124.9% | +94.9% | +29.9% | +61.1% |
| All | +143.8% | +259.9% | -116.1% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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