+121.2%
INTC vs IBM
+145.6%
-24.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.5% | +6.0% | +6.9% |
| 7D | +7.3% | -1.7% | +9.0% | +8.2% |
| 30D | -38.3% | +10.1% | -48.4% | -40.6% |
| 3M | -36.0% | +4.8% | -40.9% | -37.5% |
| 6M | -51.7% | +12.6% | -64.3% | -58.4% |
| YTD | +69.4% | -13.9% | +83.3% | +65.5% |
| 1Y | +65.0% | -18.7% | +83.7% | +67.0% |
| 3Y | +63.0% | +81.9% | -18.9% | -3.9% |
| 5Y | +33.4% | +148.3% | -115.0% | -36.4% |
| 10Y | +121.2% | +143.6% | -22.4% | -4.3% |
| All | +121.2% | +145.6% | -24.4% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM 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 IBM 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