+149.6%
IBM vs USB
+92.8%
+56.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | -5.0% | 0.0% | -5.0% | -5.0% |
| 30D | +11.1% | +5.8% | +5.3% | +8.6% |
| 3M | +5.7% | -6.0% | +11.7% | +8.2% |
| 6M | +10.1% | +7.8% | +2.3% | +6.6% |
| YTD | -15.6% | +14.6% | -30.2% | -20.2% |
| 1Y | -19.5% | +31.8% | -51.3% | -28.0% |
| 3Y | +80.4% | +91.5% | -11.1% | +36.0% |
| 5Y | +140.0% | +22.0% | +118.0% | +112.4% |
| All | +149.6% | +92.8% | +56.7% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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