+144.5%
IBM vs TECH
+179.6%
-35.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.1% | +3.5% | +3.4% |
| 7D | +3.6% | -0.1% | +3.6% | +3.6% |
| 30D | +1.5% | +0.3% | +1.2% | +1.5% |
| 3M | -12.9% | +32.9% | -45.8% | -18.5% |
| 6M | -3.9% | +32.1% | -36.0% | -10.5% |
| YTD | -17.3% | +23.4% | -40.7% | -22.0% |
| 1Y | -5.0% | +34.1% | -39.0% | -12.4% |
| 3Y | +78.2% | +2.2% | +76.0% | +68.7% |
| 5Y | +120.6% | -41.8% | +162.4% | +136.7% |
| 10Y | +144.5% | +188.9% | -44.4% | +45.6% |
| All | +144.5% | +179.6% | -35.1% | +45.6% |
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