+149.6%
IBM vs SO
+177.2%
-27.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.4% |
| 7D | -5.0% | -1.5% | -3.5% | -4.4% |
| 30D | +11.1% | +8.1% | +3.0% | +7.6% |
| 3M | +5.7% | +0.2% | +5.5% | +5.4% |
| 6M | +10.1% | +0.4% | +9.7% | +9.5% |
| YTD | -15.6% | +8.5% | -24.1% | -19.2% |
| 1Y | -19.5% | +4.9% | -24.5% | -21.9% |
| 3Y | +80.4% | +47.9% | +32.5% | +48.5% |
| 5Y | +140.0% | +75.7% | +64.3% | +79.3% |
| All | +149.6% | +177.2% | -27.6% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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