Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| IBM (International Business Machines Corporation) | 30.82% | 59.88% | 32.09% | 25.18% | 10.57% | 9.55% | 10.01% | 7.32% |
Data as of 07/14/2025, AR inception is 12/31/1970
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IBM (International Business Machines Corporation) | 12/31/1970 | 07/14/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | 1982 | 1981 | 1980 | 1979 | 1978 | 1977 | 1976 | 1975 | 1974 | 1973 | 1972 | 1971 | 1970 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.97 | 59.88 | 32.09 | 25.18 | 10.57 | 9.55 | 10.01 | 7.32 | 30.82 | 39.27 | 21.85 | 10.64 | 16.65 | -1.16 | 23.58 | -22.56 | -3.99 | 26.41 | -10.74 | -12.39 | -0.18 | 5.92 | 27.41 | 14.26 | 58.64 | -20.78 | 12.84 | 19.77 | -15.83 | 7.19 | 20.50 | -35.46 | 43.00 | -20.84 | 17.02 | 76.22 | 38.12 | 65.80 | 24.32 | 30.09 | 12.16 | -43.40 | -21.24 | 20.05 | -22.77 | 5.52 | -3.75 | -22.83 | 26.29 | 0.92 | 26.75 | 69.23 | -16.21 | 5.44 | -13.74 | 9.14 | -2.02 | 24.47 | 33.48 | -31.91 | -4.09 | 19.47 | 5.90 | 0.00 |
| Sharpe Ratio | NA | 2.17 | 1.22 | 1.00 | 0.37 | NA | NA | 0.16 | 1.99 | 1.40 | 1.13 | 0.39 | 0.71 | -0.03 | 1.08 | -0.96 | -0.30 | 1.32 | -0.51 | -0.72 | -0.01 | 0.37 | 1.22 | 0.80 | 2.12 | -0.60 | 0.48 | 1.17 | -1.01 | 0.42 | 0.85 | -0.86 | 1.11 | -0.52 | 0.33 | 2.40 | 0.98 | 1.83 | 0.88 | 0.91 | 0.34 | -1.63 | -1.03 | 0.73 | -1.65 | 0.04 | -0.20 | -1.29 | 1.28 | -0.30 | 1.00 | 2.36 | -1.20 | -0.09 | -1.14 | 0.21 | -0.43 | 1.28 | 1.09 | -1.21 | -0.26 | 1.08 | 0.15 | NA |
| Standard Deviation(%) | NA | 27.92 | 23.11 | 23.47 | 24.67 | NA | NA | 25.99 | 32.38 | 23.39 | 15.78 | 23.81 | 23.28 | 41.09 | 20.46 | 24.84 | 15.55 | 19.85 | 21.31 | 17.29 | 18.89 | 16.15 | 22.40 | 17.77 | 27.57 | 36.04 | 20.52 | 14.16 | 17.88 | 14.77 | 23.38 | 42.47 | 37.28 | 48.33 | 41.99 | 30.40 | 35.26 | 33.66 | 23.30 | 29.80 | 29.95 | 27.93 | 24.16 | 20.03 | 17.23 | 21.71 | 39.52 | 20.82 | 16.52 | 19.20 | 20.62 | 26.07 | 21.81 | 28.48 | 18.15 | 19.37 | 13.20 | 16.39 | 26.89 | 30.74 | 34.13 | 15.50 | 19.12 | 0.00 |
| Draw Down(%) | NA | 16.51 | 17.61 | 18.89 | 40.59 | NA | NA | 76.54 | 16.51 | 16.86 | 14.97 | 16.68 | 17.92 | 38.98 | 13.39 | 33.52 | 21.65 | 13.49 | 22.96 | 22.01 | 19.12 | 12.24 | 14.57 | 8.76 | 13.78 | 44.29 | 15.88 | 12.86 | 26.81 | 17.47 | 14.96 | 55.91 | 24.65 | 38.88 | 34.54 | 15.65 | 23.07 | 29.90 | 21.67 | 14.42 | 27.59 | 51.25 | 39.16 | 20.84 | 28.33 | 14.79 | 40.92 | 25.72 | 13.81 | 20.22 | 12.57 | 11.93 | 31.47 | 28.25 | 23.30 | 15.11 | 14.10 | 10.86 | 21.03 | 39.38 | 27.92 | 14.34 | 21.87 | 0.00 |
| Yield(%) | 0.00 | 3.66 | 4.78 | 5.48 | 3.82 | 4.26 | 5.57 | 11.08 | 1.52 | 4.13 | 4.68 | 4.84 | 5.28 | 4.81 | 5.58 | 4.03 | 3.53 | 5.08 | 3.89 | 2.29 | 1.88 | 1.77 | 1.97 | 1.89 | 2.46 | 1.81 | 1.54 | 1.34 | 0.80 | 0.76 | 0.78 | 0.49 | 0.65 | 0.44 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/14/2025, AR inception is 12/31/1970
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IBM (International Business Machines Corporation) |
-26.64%
Sep 1990 - Sep 1993 |
-18.76%
Jul 1988 - Jul 1993 |
-10.47%
Sep 1983 - Sep 1993 |
-3.28%
Sep 1978 - Sep 1993 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IBM (International Business Machines Corporation) |
73.49%
Jun 1996 - Jun 1999 |
54.49%
Jun 1994 - Jun 1999 |
24.02%
Sep 1993 - Sep 2003 |
18.29%
Jul 1993 - Jul 2008 |
Annualized Rolling Returns Comparison Chart