+592.1%
JPM vs IBM
+140.9%
+451.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.4% | -3.0% | -1.1% |
| 7D | -0.4% | +3.6% | -4.0% | -1.9% |
| 30D | -1.4% | +1.5% | -2.9% | -2.2% |
| 3M | +13.9% | -12.9% | +26.9% | +16.9% |
| 6M | +23.5% | -3.9% | +27.4% | +17.5% |
| YTD | +11.6% | -17.3% | +29.0% | +13.8% |
| 1Y | +21.4% | -5.0% | +26.4% | +13.5% |
| 3Y | +163.4% | +78.2% | +85.2% | +59.6% |
| 5Y | +152.5% | +120.6% | +31.9% | +30.6% |
| 10Y | +592.1% | +144.5% | +447.7% | +214.3% |
| All | +592.1% | +140.9% | +451.3% | +214.3% |
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