+147.3%
IBM vs UL
+109.3%
+37.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.7% |
| 7D | +1.6% | +1.1% | +0.4% | +1.2% |
| 30D | +9.2% | +4.5% | +4.7% | +7.6% |
| 3M | +4.9% | +6.5% | -1.5% | +2.7% |
| 6M | +16.8% | +18.2% | -1.4% | +10.7% |
| YTD | -14.3% | +4.7% | -19.0% | -16.2% |
| 1Y | -16.7% | +0.8% | -17.5% | -17.7% |
| 3Y | +82.2% | +35.9% | +46.3% | +60.9% |
| 5Y | +149.9% | +33.4% | +116.5% | +117.8% |
| All | +147.3% | +109.3% | +37.9% | +97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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