+355.1%
IBM vs ON
+177.8%
+177.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.2% | -8.7% | -0.8% |
| 7D | -2.5% | -1.4% | -1.1% | -2.5% |
| 30D | +8.4% | -10.9% | +19.2% | +9.8% |
| 3M | +4.5% | -14.9% | +19.3% | +6.2% |
| 6M | +7.9% | -33.0% | +40.9% | +10.8% |
| YTD | -15.2% | +27.6% | -42.8% | -21.4% |
| 1Y | -17.6% | +44.5% | -62.1% | -25.1% |
| 3Y | +82.1% | +7.4% | +74.7% | +66.3% |
| 5Y | +143.3% | +18.7% | +124.6% | +110.1% |
| 10Y | +149.9% | +516.0% | -366.0% | +59.4% |
| All | +355.1% | +177.8% | +177.2% | +123.1% |
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 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