+149.6%
IBM vs STM
+398.5%
-248.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.3% | -1.5% |
| 7D | -5.0% | -10.7% | +5.8% | -3.5% |
| 30D | +11.1% | -25.7% | +36.8% | +15.8% |
| 3M | +5.7% | -21.6% | +27.3% | +8.9% |
| 6M | +10.1% | -27.8% | +37.9% | +12.2% |
| YTD | -15.6% | +61.8% | -77.4% | -27.4% |
| 1Y | -19.5% | +78.1% | -97.6% | -32.2% |
| 3Y | +80.4% | +4.9% | +75.5% | +62.7% |
| 5Y | +140.0% | -14.3% | +154.3% | +118.8% |
| All | +149.6% | +398.5% | -248.9% | +77.9% |
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