+143.6%
IBM vs P
+686.0%
-542.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.4% | -2.9% | +0.9% |
| 7D | -1.7% | -4.7% | +3.0% | -1.3% |
| 30D | +10.1% | -31.4% | +41.5% | +15.4% |
| 3M | +4.8% | -2.6% | +7.5% | +3.8% |
| 6M | +12.6% | +21.9% | -9.3% | +6.6% |
| YTD | -13.9% | +58.9% | -72.8% | -22.4% |
| 1Y | -18.7% | +21.7% | -40.5% | -24.4% |
| 3Y | +81.9% | +193.3% | -111.4% | +38.2% |
| 5Y | +148.3% | +275.1% | -126.8% | +74.3% |
| 10Y | +143.6% | +655.3% | -511.7% | +40.5% |
| All | +143.6% | +686.0% | -542.3% | +40.5% |
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