+141.6%
IBM vs USFR
+28.5%
+113.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | +8.4% | +0.4% | +8.0% | +8.4% |
| 3M | +4.2% | +1.1% | +3.1% | +4.1% |
| 6M | +7.9% | +2.1% | +5.9% | +7.8% |
| YTD | -15.2% | +3.4% | -18.6% | -15.4% |
| 1Y | -18.7% | +4.1% | -22.8% | -19.0% |
| 3Y | +79.2% | +14.4% | +64.8% | +78.0% |
| 5Y | +144.7% | +21.4% | +123.3% | +143.9% |
| 10Y | +141.6% | +28.5% | +113.1% | +141.1% |
| All | +141.6% | +28.5% | +113.1% | +141.1% |
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