+141.6%
IBM vs P
+691.2%
-549.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.9% | +0.2% |
| 7D | -1.5% | -13.3% | +11.8% | +0.2% |
| 30D | +8.4% | -34.0% | +42.4% | +14.3% |
| 3M | +4.2% | +4.1% | +0.1% | +2.0% |
| 6M | +7.9% | +30.5% | -22.5% | +0.9% |
| YTD | -15.2% | +52.2% | -67.4% | -23.0% |
| 1Y | -18.7% | +10.3% | -29.0% | -23.4% |
| 3Y | +79.2% | +180.9% | -101.7% | +37.0% |
| 5Y | +144.7% | +259.7% | -115.0% | +72.8% |
| 10Y | +141.6% | +652.6% | -511.0% | +40.0% |
| All | +141.6% | +691.2% | -549.6% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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