+143.8%
IBM vs SCHG
+459.0%
-315.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.1% | +3.5% |
| 7D | +3.6% | -1.0% | +4.6% | +4.2% |
| 30D | +3.1% | -1.3% | +4.4% | +3.9% |
| 3M | -10.8% | +5.4% | -16.3% | -13.7% |
| 6M | -0.8% | +14.4% | -15.2% | -8.2% |
| YTD | -16.2% | +8.0% | -24.2% | -19.7% |
| 1Y | -2.9% | +12.7% | -15.6% | -9.2% |
| 3Y | +79.8% | +85.6% | -5.8% | +25.2% |
| 5Y | +124.9% | +85.5% | +39.4% | +52.5% |
| All | +143.8% | +459.0% | -315.2% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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