+131.6%
IBM vs Z
-7.0%
+138.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.4% | +5.3% | -0.4% |
| 7D | +0.3% | -3.3% | +3.6% | +0.7% |
| 30D | -1.5% | -3.7% | +2.2% | -1.1% |
| 3M | -16.8% | -7.0% | -9.8% | -16.3% |
| 6M | -9.0% | -29.5% | +20.5% | -5.8% |
| YTD | -20.1% | -52.6% | +32.5% | -13.9% |
| 1Y | -7.0% | -64.0% | +57.0% | +2.6% |
| 3Y | +72.4% | -36.4% | +108.8% | +77.3% |
| 5Y | +112.0% | -65.8% | +177.7% | +124.7% |
| 10Y | +131.6% | -5.8% | +137.4% | +95.9% |
| All | +131.6% | -7.0% | +138.5% | +95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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