+38.3%
GOOG vs IBM
-7.5%
+45.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +0.7% |
| 7D | -2.5% | -0.3% | -2.2% | -2.5% |
| 30D | -3.6% | -1.8% | -1.8% | -3.5% |
| 3M | -6.4% | -13.5% | +7.0% | -6.2% |
| 6M | +7.8% | -5.1% | +12.9% | +6.1% |
| YTD | +5.5% | -19.4% | +24.9% | +8.0% |
| 1Y | +38.3% | -6.5% | +44.8% | +38.2% |
| All | +38.3% | -7.5% | +45.8% | +38.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling