+149.9%
IBM vs STM
+433.9%
-284.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.8% | -6.3% | -0.6% |
| 7D | -2.5% | -5.6% | +3.0% | -1.9% |
| 30D | +8.4% | -14.4% | +22.8% | +10.6% |
| 3M | +4.5% | -20.5% | +24.9% | +7.4% |
| 6M | +7.9% | -24.5% | +32.4% | +9.2% |
| YTD | -15.2% | +72.7% | -87.9% | -27.8% |
| 1Y | -17.6% | +91.0% | -108.6% | -31.3% |
| 3Y | +82.1% | +13.5% | +68.5% | +62.0% |
| 5Y | +143.3% | -9.2% | +152.5% | +120.0% |
| 10Y | +149.9% | +422.5% | -272.6% | +75.8% |
| All | +149.9% | +433.9% | -284.0% | +75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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