+132.4%
IBM vs USB
+107.5%
+24.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.2% |
| 7D | -0.3% | +1.4% | -1.7% | -0.9% |
| 30D | +0.3% | -1.3% | +1.6% | +0.7% |
| 3M | -21.6% | +15.2% | -36.8% | -26.0% |
| 6M | -4.7% | +18.8% | -23.5% | -11.3% |
| YTD | -19.1% | +21.0% | -40.1% | -25.1% |
| 1Y | -2.5% | +34.0% | -36.5% | -13.4% |
| 3Y | +74.2% | +95.3% | -21.2% | +29.5% |
| 5Y | +113.1% | +40.4% | +72.8% | +76.8% |
| All | +132.4% | +107.5% | +24.9% | +50.7% |
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