+376.8%
V vs IBM
+129.3%
+247.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.3% |
| 7D | -1.1% | +0.3% | -1.4% | -1.2% |
| 30D | +1.9% | -1.5% | +3.4% | +2.4% |
| 3M | +15.5% | -16.8% | +32.3% | +20.9% |
| 6M | +16.6% | -9.0% | +25.6% | +15.0% |
| YTD | +5.7% | -20.1% | +25.8% | +9.7% |
| 1Y | +8.6% | -7.0% | +15.6% | +3.7% |
| 3Y | +52.5% | +72.4% | -19.9% | +1.6% |
| 5Y | +67.1% | +112.0% | -44.9% | -2.5% |
| 10Y | +376.8% | +131.6% | +245.2% | +141.5% |
| All | +376.8% | +129.3% | +247.5% | +141.5% |
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