+454.5%
V vs IBM
+143.8%
+310.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | +0.6% | -2.2% | +2.8% | +1.5% |
| 30D | +9.7% | +7.7% | +2.1% | +6.6% |
| 3M | +17.3% | +3.5% | +13.8% | +15.3% |
| 6M | +33.2% | +7.2% | +26.0% | +22.6% |
| YTD | +21.3% | -15.8% | +37.1% | +23.1% |
| 1Y | +27.3% | -19.3% | +46.6% | +31.7% |
| 3Y | +76.1% | +78.0% | -1.9% | +16.1% |
| 5Y | +103.5% | +143.0% | -39.6% | +10.8% |
| 10Y | +454.5% | +139.9% | +314.5% | +164.7% |
| All | +454.5% | +143.8% | +310.6% | +164.7% |
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