+128.8%
GOOG vs IBM
+120.5%
+8.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.4% | -5.5% | -2.7% |
| 7D | -1.6% | +3.6% | -5.1% | -2.2% |
| 30D | -7.7% | +1.5% | -9.2% | -8.0% |
| 3M | -9.3% | -12.9% | +3.6% | -8.2% |
| 6M | +7.4% | -3.9% | +11.3% | +4.9% |
| YTD | +4.9% | -17.3% | +22.2% | +6.5% |
| 1Y | +37.2% | -5.0% | +42.2% | +33.1% |
| 3Y | +141.6% | +78.2% | +63.4% | +81.8% |
| 5Y | +128.8% | +120.6% | +8.1% | +56.7% |
| All | +128.8% | +120.5% | +8.3% | +56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling