+138.2%
IBM vs ON
+5.6%
+132.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.3% | -0.9% |
| 7D | -5.0% | -11.7% | +6.7% | -4.3% |
| 30D | +11.1% | -23.3% | +34.4% | +12.6% |
| 3M | +5.7% | -19.2% | +24.9% | +6.7% |
| 6M | +10.1% | -40.1% | +50.3% | +11.6% |
| YTD | -15.6% | +16.9% | -32.5% | -20.5% |
| 1Y | -19.5% | +29.7% | -49.3% | -25.2% |
| 3Y | +80.4% | -4.4% | +84.8% | +67.3% |
| All | +138.2% | +5.6% | +132.6% | +112.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling