+243.2%
INTC vs IBM
+139.1%
+104.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.5% | -3.1% | -4.6% |
| 7D | +9.4% | -0.3% | +9.7% | +9.6% |
| 30D | +2.7% | -1.8% | +4.5% | +3.3% |
| 3M | -6.3% | -13.5% | +7.2% | -4.8% |
| 6M | +114.5% | -5.1% | +119.6% | +100.2% |
| YTD | +171.9% | -19.4% | +191.3% | +173.5% |
| 1Y | +305.0% | -6.5% | +311.5% | +270.3% |
| 3Y | +168.3% | +73.8% | +94.5% | +60.8% |
| 5Y | +102.3% | +116.3% | -14.0% | +3.8% |
| All | +243.2% | +139.1% | +104.1% | +56.9% |
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