+144.8%
IBM vs TECH
+187.7%
-42.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -0.3% | +0.2% | -0.6% | -0.4% |
| 30D | +6.8% | +0.5% | +6.3% | +6.6% |
| 3M | +4.4% | +1.0% | +3.4% | +4.2% |
| 6M | +13.2% | +54.1% | -40.9% | +2.5% |
| YTD | -15.1% | +24.4% | -39.5% | -20.1% |
| 1Y | -20.2% | +19.3% | -39.5% | -24.2% |
| 3Y | +79.3% | +28.5% | +50.8% | +60.7% |
| 5Y | +147.5% | -41.0% | +188.4% | +165.2% |
| All | +144.8% | +187.7% | -42.9% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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