+38.3%
GOOGL vs IBM
-3.9%
+42.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.4% | -5.7% | -2.4% |
| 7D | -1.9% | +3.6% | -5.4% | -2.0% |
| 30D | -7.5% | +1.5% | -9.0% | -7.5% |
| 3M | -9.2% | -12.9% | +3.7% | -8.9% |
| 6M | +8.1% | -3.9% | +12.0% | +6.4% |
| YTD | +5.8% | -17.3% | +23.2% | +8.0% |
| 1Y | +38.3% | -5.0% | +43.3% | +38.4% |
| All | +38.3% | -3.9% | +42.2% | +38.4% |
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 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