+353.0%
IBM vs ON
+154.5%
+198.5%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.3% | -0.9% |
| 7D | -5.0% | -11.7% | +6.7% | -3.5% |
| 30D | +11.1% | -23.3% | +34.4% | +14.9% |
| 3M | +5.7% | -19.2% | +24.9% | +8.3% |
| 6M | +10.1% | -40.1% | +50.3% | +14.9% |
| YTD | -15.6% | +16.9% | -32.5% | -20.8% |
| 1Y | -19.5% | +29.7% | -49.3% | -25.7% |
| 3Y | +80.4% | -4.4% | +84.8% | +67.5% |
| 5Y | +140.0% | +7.1% | +132.9% | +110.3% |
| 10Y | +155.0% | +447.2% | -292.2% | +65.4% |
| All | +353.0% | +154.5% | +198.5% | +124.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling