+167.0%
IBM vs U
-31.4%
+198.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -2.5% | +32.3% | -34.8% | -4.2% |
| 30D | +8.4% | +9.7% | -1.3% | +7.6% |
| 3M | +4.5% | +19.6% | -15.1% | +3.2% |
| 6M | +7.9% | +82.6% | -74.8% | +3.8% |
| YTD | -15.2% | +16.4% | -31.7% | -17.5% |
| 1Y | -17.6% | +28.5% | -46.1% | -20.2% |
| 3Y | +82.1% | +103.8% | -21.7% | +69.9% |
| 5Y | +143.3% | -70.0% | +213.4% | +118.9% |
| All | +167.0% | -31.4% | +198.4% | +138.0% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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