+436.0%
META vs IBM
+145.5%
+290.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +3.3% | -1.5% | +4.8% | +3.8% |
| 30D | -10.8% | +8.4% | -19.2% | -13.1% |
| 3M | +7.9% | +4.2% | +3.7% | +6.3% |
| 6M | +5.4% | +7.9% | -2.5% | -2.1% |
| YTD | -2.6% | -15.2% | +12.6% | -1.5% |
| 1Y | +1.9% | -18.7% | +20.6% | +4.7% |
| 3Y | +97.0% | +79.2% | +17.8% | +42.3% |
| 5Y | +97.6% | +144.7% | -47.1% | +24.1% |
| 10Y | +436.0% | +141.6% | +294.5% | +200.0% |
| All | +436.0% | +145.5% | +290.5% | +200.0% |
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