+134.5%
IBM vs SIRI
-11.0%
+145.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -2.7% |
| 7D | -0.3% | -3.0% | +2.7% | +0.3% |
| 30D | -1.8% | +1.3% | -3.1% | -2.2% |
| 3M | -13.5% | +5.6% | -19.1% | -14.5% |
| 6M | -5.1% | +35.2% | -40.3% | -11.0% |
| YTD | -19.4% | +49.1% | -68.5% | -26.1% |
| 1Y | -6.5% | +26.8% | -33.3% | -11.7% |
| 3Y | +73.8% | -23.7% | +97.5% | +73.2% |
| 5Y | +116.3% | -41.8% | +158.1% | +118.3% |
| All | +134.5% | -11.0% | +145.6% | +110.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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