+144.5%
IBM vs USFR
+28.0%
+116.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.4% |
| 7D | +3.6% | +0.1% | +3.5% | +3.6% |
| 30D | +1.5% | +0.3% | +1.3% | +1.5% |
| 3M | -12.9% | +1.0% | -13.9% | -13.0% |
| 6M | -3.9% | +1.9% | -5.8% | -4.0% |
| YTD | -17.3% | +2.7% | -20.0% | -17.5% |
| 1Y | -5.0% | +4.0% | -9.0% | -5.2% |
| 3Y | +78.2% | +14.0% | +64.2% | +77.4% |
| 5Y | +120.6% | +20.4% | +100.2% | +120.5% |
| 10Y | +144.5% | +28.0% | +116.5% | +145.6% |
| All | +144.5% | +28.0% | +116.5% | +145.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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