+167.1%
IBM vs U
-32.9%
+200.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.2% | +0.2% |
| 7D | -1.5% | +24.4% | -25.9% | -2.9% |
| 30D | +8.4% | +7.4% | +1.0% | +7.8% |
| 3M | +4.2% | +16.8% | -12.6% | +3.0% |
| 6M | +7.9% | +78.8% | -70.8% | +3.9% |
| YTD | -15.2% | +14.0% | -29.2% | -17.3% |
| 1Y | -18.7% | +16.7% | -35.4% | -20.9% |
| 3Y | +79.2% | +86.4% | -7.2% | +67.7% |
| 5Y | +144.7% | -71.5% | +216.2% | +120.2% |
| All | +167.1% | -32.9% | +200.0% | +138.4% |
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