+13,444.1%
GOOG vs IBM
+454.4%
+12,989.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | -2.1% | -0.3% | -1.8% | -2.0% |
| 30D | -6.8% | +0.3% | -7.1% | -7.1% |
| 3M | -9.1% | -21.6% | +12.5% | -2.2% |
| 6M | +10.7% | -4.7% | +15.4% | +6.2% |
| YTD | +7.1% | -19.1% | +26.1% | +9.8% |
| 1Y | +44.6% | -2.5% | +47.1% | +34.4% |
| 3Y | +147.4% | +74.2% | +73.3% | +63.4% |
| 5Y | +133.8% | +113.1% | +20.7% | +36.2% |
| 10Y | +777.5% | +133.5% | +644.0% | +357.8% |
| All | +13,444.1% | +454.4% | +12,989.8% | +4,243.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling