+139.9%
IBM vs Z
-19.5%
+159.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.5% | +4.9% | 0.0% |
| 7D | -2.2% | -6.5% | +4.3% | -1.5% |
| 30D | +7.7% | -0.1% | +7.8% | +7.4% |
| 3M | +3.5% | -14.1% | +17.6% | +4.9% |
| 6M | +7.2% | -30.1% | +37.2% | +11.0% |
| YTD | -15.8% | -57.5% | +41.8% | -8.3% |
| 1Y | -19.3% | -60.3% | +41.0% | -11.7% |
| 3Y | +78.0% | -21.0% | +99.0% | +79.5% |
| 5Y | +143.0% | -54.9% | +198.0% | +151.6% |
| 10Y | +139.9% | -16.0% | +156.0% | +104.0% |
| All | +139.9% | -19.5% | +159.4% | +104.0% |
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