+121.1%
IBM vs PATH
-80.2%
+201.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | -5.0% | -5.3% | +0.3% | -4.4% |
| 30D | +11.1% | -0.5% | +11.6% | +11.2% |
| 3M | +5.7% | -7.1% | +12.9% | +6.1% |
| 6M | +10.1% | +23.8% | -13.7% | +7.2% |
| YTD | -15.6% | -20.7% | +5.1% | -15.1% |
| 1Y | -19.5% | -8.1% | -11.5% | -20.2% |
| 3Y | +80.4% | -21.8% | +102.2% | +77.5% |
| 5Y | +140.0% | -76.8% | +216.8% | +131.4% |
| All | +121.1% | -80.2% | +201.2% | +112.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 PATH 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