+166.9%
IWM vs IBM
+129.3%
+37.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | 0.0% |
| 7D | +1.4% | +0.3% | +1.1% | +1.3% |
| 30D | -2.3% | -1.5% | -0.8% | -1.8% |
| 3M | +4.0% | -16.8% | +20.7% | +8.6% |
| 6M | +17.9% | -9.0% | +27.0% | +16.1% |
| YTD | +20.2% | -20.1% | +40.3% | +24.4% |
| 1Y | +25.0% | -7.0% | +32.0% | +19.0% |
| 3Y | +66.0% | +72.4% | -6.4% | +9.6% |
| 5Y | +40.0% | +112.0% | -71.9% | -19.0% |
| 10Y | +166.9% | +131.6% | +35.3% | +36.4% |
| All | +166.9% | +129.3% | +37.5% | +36.4% |
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