+144.5%
IBM vs UL
+65.2%
+79.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.7% | +5.0% | +3.9% |
| 7D | +3.6% | -3.2% | +6.8% | +4.6% |
| 30D | +1.5% | -0.6% | +2.1% | +1.7% |
| 3M | -12.9% | +9.4% | -22.4% | -15.2% |
| 6M | -3.9% | -4.1% | +0.2% | -2.9% |
| YTD | -17.3% | -2.0% | -15.4% | -17.4% |
| 1Y | -5.0% | -9.0% | +4.0% | -3.0% |
| 3Y | +78.2% | +21.8% | +56.4% | +63.3% |
| 5Y | +120.6% | +20.6% | +100.0% | +99.6% |
| 10Y | +144.5% | +67.7% | +76.7% | +109.7% |
| All | +144.5% | +65.2% | +79.3% | +109.7% |
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