+235.9%
IBM vs SCHG
+1,127.0%
-891.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.7% | +4.1% | +3.8% |
| 7D | +3.6% | -0.9% | +4.4% | +4.1% |
| 30D | +1.5% | -2.3% | +3.8% | +3.0% |
| 3M | -12.9% | +4.5% | -17.4% | -15.5% |
| 6M | -3.9% | +13.6% | -17.5% | -11.3% |
| YTD | -17.3% | +7.6% | -24.9% | -21.0% |
| 1Y | -5.0% | +13.0% | -18.0% | -12.0% |
| 3Y | +78.2% | +87.0% | -8.8% | +18.6% |
| 5Y | +120.6% | +82.9% | +37.8% | +43.7% |
| 10Y | +144.5% | +453.6% | -309.2% | -34.2% |
| All | +235.9% | +1,127.0% | -891.0% | -49.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling