+141.6%
IBM vs ON
+512.2%
-370.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | -1.5% | -4.1% | +2.6% | -1.1% |
| 30D | +8.4% | -10.2% | +18.6% | +9.7% |
| 3M | +4.2% | -12.7% | +16.9% | +5.5% |
| 6M | +7.9% | -32.5% | +40.5% | +10.4% |
| YTD | -15.2% | +28.6% | -43.7% | -22.8% |
| 1Y | -18.7% | +43.4% | -62.1% | -27.6% |
| 3Y | +79.2% | +3.3% | +75.9% | +60.9% |
| 5Y | +144.7% | +22.5% | +122.2% | +99.1% |
| 10Y | +141.6% | +535.7% | -394.1% | +30.1% |
| All | +141.6% | +512.2% | -370.6% | +30.1% |
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