+120.6%
IBM vs SITM
+164.5%
-43.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.5% | +4.9% | +3.5% |
| 7D | +3.6% | +3.7% | -0.1% | +3.3% |
| 30D | +1.5% | -14.5% | +16.0% | +2.2% |
| 3M | -12.9% | -10.6% | -2.4% | -13.1% |
| 6M | -3.9% | +65.5% | -69.4% | -8.8% |
| YTD | -17.3% | +67.0% | -84.4% | -22.0% |
| 1Y | -5.0% | +138.6% | -143.6% | -13.0% |
| 3Y | +78.2% | +421.8% | -343.6% | +51.4% |
| 5Y | +120.6% | +172.4% | -51.8% | +86.1% |
| All | +120.6% | +164.5% | -43.9% | +86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling