+141.6%
IBM vs STM
+431.2%
-289.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | 0.0% |
| 7D | -1.5% | -7.9% | +6.4% | -0.5% |
| 30D | +8.4% | -14.1% | +22.5% | +10.6% |
| 3M | +4.2% | -17.6% | +21.8% | +6.6% |
| 6M | +7.9% | -24.2% | +32.2% | +9.2% |
| YTD | -15.2% | +73.3% | -88.5% | -27.9% |
| 1Y | -18.7% | +90.1% | -108.8% | -32.3% |
| 3Y | +79.2% | +10.3% | +68.9% | +60.5% |
| 5Y | +144.7% | -5.7% | +150.5% | +119.2% |
| 10Y | +141.6% | +444.1% | -302.5% | +58.3% |
| All | +141.6% | +431.2% | -289.6% | +58.3% |
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