+142.1%
IBM vs SMR
-53.6%
+195.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.3% | +1.2% |
| 7D | +1.6% | -8.3% | +9.8% | +1.9% |
| 30D | +9.2% | -20.1% | +29.3% | +10.1% |
| 3M | +4.9% | -52.7% | +57.6% | +7.9% |
| 6M | +16.8% | -61.0% | +77.8% | +20.8% |
| YTD | -14.3% | -67.1% | +52.8% | -11.2% |
| 1Y | -16.7% | -79.9% | +63.2% | -12.2% |
| 3Y | +82.2% | +101.7% | -19.5% | +65.6% |
| All | +142.1% | -53.6% | +195.7% | +140.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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