+137.7%
GOOGL vs IBM
+112.8%
+24.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | +1.1% | +0.3% | +0.8% | +1.0% |
| 30D | -4.4% | -1.5% | -3.0% | -4.2% |
| 3M | -6.8% | -16.8% | +10.0% | -4.8% |
| 6M | +13.6% | -9.0% | +22.6% | +12.2% |
| YTD | +8.3% | -20.1% | +28.4% | +10.6% |
| 1Y | +44.9% | -7.0% | +52.0% | +40.9% |
| 3Y | +150.5% | +72.4% | +78.1% | +89.2% |
| 5Y | +137.7% | +112.0% | +25.7% | +64.0% |
| All | +137.7% | +112.8% | +24.9% | +64.0% |
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