+112.0%
IBM vs OMC
+32.6%
+79.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.6% |
| 7D | +0.3% | -5.8% | +6.1% | +2.2% |
| 30D | -1.5% | -4.8% | +3.3% | 0.0% |
| 3M | -16.8% | +9.2% | -26.0% | -18.9% |
| 6M | -9.0% | -2.5% | -6.5% | -8.5% |
| YTD | -20.1% | +2.6% | -22.6% | -20.8% |
| 1Y | -7.0% | +5.9% | -13.0% | -9.1% |
| 3Y | +72.4% | +14.2% | +58.2% | +62.6% |
| 5Y | +112.0% | +33.2% | +78.7% | +85.8% |
| All | +112.0% | +32.6% | +79.4% | +85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling