+131.6%
IBM vs ON
+552.1%
-420.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | -0.6% |
| 7D | +0.3% | -2.2% | +2.5% | +0.6% |
| 30D | -1.5% | -12.4% | +10.9% | +0.1% |
| 3M | -16.8% | -41.2% | +24.4% | -12.2% |
| 6M | -9.0% | +25.0% | -34.0% | -16.0% |
| YTD | -20.1% | +31.3% | -51.3% | -27.1% |
| 1Y | -7.0% | +45.4% | -52.4% | -17.2% |
| 3Y | +72.4% | -27.4% | +99.8% | +65.3% |
| 5Y | +112.0% | +58.5% | +53.5% | +62.9% |
| 10Y | +131.6% | +561.8% | -430.3% | +24.1% |
| All | +131.6% | +552.1% | -420.6% | +24.1% |
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