-26.6%
GOOG vs IBM
+14.8%
-41.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -0.9% |
| 7D | +3.0% | +1.6% | +1.5% | +3.1% |
| 30D | -14.9% | +9.2% | -24.1% | -14.5% |
| 3M | -14.9% | +4.9% | -19.8% | -14.6% |
| 6M | -26.6% | +16.8% | -43.4% | -25.4% |
| All | -26.6% | +14.8% | -41.4% | -25.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling