+11,715.7%
GOOG vs IBM
+487.3%
+11,228.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.4% |
| 7D | +3.0% | +1.6% | +1.5% | +2.3% |
| 30D | -14.9% | +9.2% | -24.1% | -18.2% |
| 3M | -14.9% | +4.9% | -19.8% | -17.2% |
| 6M | -26.6% | +16.8% | -43.4% | -36.0% |
| YTD | -6.6% | -14.3% | +7.7% | -7.1% |
| 1Y | +5.1% | -16.7% | +21.8% | +5.9% |
| 3Y | +121.0% | +82.2% | +38.7% | +42.7% |
| 5Y | +97.3% | +149.9% | -52.6% | +6.1% |
| 10Y | +683.2% | +142.6% | +540.7% | +301.9% |
| All | +11,715.7% | +487.3% | +11,228.4% | +3,576.1% |
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