+147.3%
IBM vs ON
+533.9%
-386.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.6% | +4.6% | +1.5% |
| 7D | +1.6% | +12.2% | -10.7% | 0.0% |
| 30D | +9.2% | -3.1% | +12.3% | +9.4% |
| 3M | +4.9% | -12.9% | +17.8% | +6.3% |
| 6M | +16.8% | -38.6% | +55.4% | +21.4% |
| YTD | -14.3% | +31.2% | -45.5% | -22.2% |
| 1Y | -16.7% | +47.6% | -64.4% | -26.1% |
| 3Y | +82.2% | +6.6% | +75.6% | +62.8% |
| 5Y | +149.9% | +21.3% | +128.7% | +104.2% |
| All | +147.3% | +533.9% | -386.6% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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