+109.7%
IBM vs S
-57.7%
+167.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.3% | +3.4% |
| 7D | +3.6% | -1.2% | +4.8% | +3.6% |
| 30D | +1.5% | -12.6% | +14.1% | +2.3% |
| 3M | -12.9% | +27.6% | -40.5% | -14.5% |
| 6M | -3.9% | +35.5% | -39.4% | -6.2% |
| YTD | -17.3% | +29.6% | -46.9% | -19.2% |
| 1Y | -5.0% | +8.1% | -13.1% | -6.4% |
| 3Y | +78.2% | +14.8% | +63.5% | +75.4% |
| 5Y | +120.6% | -70.6% | +191.2% | +109.2% |
| All | +109.7% | -57.7% | +167.4% | +108.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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