+142.7%
IBM vs SITM
+4,532.8%
-4,390.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.1% | -4.6% | -2.6% |
| 7D | -0.3% | +4.8% | -5.1% | -0.6% |
| 30D | -1.8% | -9.7% | +7.9% | -1.3% |
| 3M | -13.5% | -9.3% | -4.1% | -13.8% |
| 6M | -5.1% | +69.5% | -74.6% | -10.7% |
| YTD | -19.4% | +70.5% | -89.9% | -24.5% |
| 1Y | -6.5% | +145.3% | -151.8% | -15.5% |
| 3Y | +73.8% | +432.8% | -359.0% | +43.1% |
| 5Y | +116.3% | +174.0% | -57.7% | +77.6% |
| All | +142.7% | +4,532.8% | -4,390.1% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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