+158.1%
IBM vs SITM
+3,319.5%
-3,161.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.5% | +6.5% | +1.4% |
| 7D | +1.6% | +6.6% | -5.1% | +1.1% |
| 30D | +9.2% | -15.3% | +24.5% | +10.0% |
| 3M | +4.9% | -35.4% | +40.3% | +7.2% |
| 6M | +16.8% | -46.8% | +63.5% | +19.9% |
| YTD | -14.3% | +25.9% | -40.1% | -18.6% |
| 1Y | -16.7% | +54.0% | -70.7% | -22.3% |
| 3Y | +82.2% | +315.6% | -233.3% | +51.7% |
| 5Y | +149.9% | +74.4% | +75.5% | +111.8% |
| All | +158.1% | +3,319.5% | -3,161.4% | +48.3% |
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