+143.8%
IBM vs OMC
+34.2%
+109.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.5% | +4.2% |
| 7D | +3.6% | -4.4% | +7.9% | +5.3% |
| 30D | +3.1% | -7.6% | +10.7% | +6.2% |
| 3M | -10.8% | +4.5% | -15.4% | -12.5% |
| 6M | -0.8% | -0.3% | -0.6% | -0.8% |
| YTD | -16.2% | -0.1% | -16.1% | -16.7% |
| 1Y | -2.9% | +4.6% | -7.5% | -5.9% |
| 3Y | +79.8% | +10.5% | +69.4% | +66.1% |
| 5Y | +124.9% | +31.7% | +93.2% | +84.6% |
| All | +143.8% | +34.2% | +109.6% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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