+334.3%
IBM vs ON
+199.0%
+135.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.1% |
| 7D | -0.3% | +2.4% | -2.7% | -0.6% |
| 30D | +0.3% | -3.3% | +3.6% | +0.6% |
| 3M | -21.6% | -43.6% | +22.0% | -16.7% |
| 6M | -4.7% | +19.0% | -23.6% | -10.0% |
| YTD | -19.1% | +37.4% | -56.4% | -25.4% |
| 1Y | -2.5% | +54.8% | -57.3% | -12.1% |
| 3Y | +74.2% | -25.2% | +99.3% | +67.6% |
| 5Y | +113.1% | +62.7% | +50.4% | +75.9% |
| 10Y | +133.5% | +574.3% | -440.8% | +47.7% |
| All | +334.3% | +199.0% | +135.3% | +111.8% |
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