+143.8%
IBM vs NYT
+489.9%
-346.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +3.9% |
| 7D | +3.6% | -0.6% | +4.2% | +3.7% |
| 30D | +3.1% | +4.6% | -1.5% | +2.1% |
| 3M | -10.8% | -9.6% | -1.3% | -9.1% |
| 6M | -0.8% | -14.0% | +13.2% | +1.8% |
| YTD | -16.2% | -2.8% | -13.4% | -16.0% |
| 1Y | -2.9% | +15.6% | -18.5% | -6.0% |
| 3Y | +79.8% | +56.3% | +23.5% | +62.5% |
| 5Y | +124.9% | +39.5% | +85.4% | +104.1% |
| All | +143.8% | +489.9% | -346.1% | +85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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