+13,507.3%
GOOGL vs IBM
+454.4%
+13,052.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -2.3% | -0.3% | -2.0% | -2.1% |
| 30D | -6.6% | +0.3% | -6.8% | -6.8% |
| 3M | -8.9% | -21.6% | +12.7% | -2.0% |
| 6M | +11.9% | -4.7% | +16.6% | +7.4% |
| YTD | +8.3% | -19.1% | +27.4% | +11.1% |
| 1Y | +46.2% | -2.5% | +48.7% | +35.9% |
| 3Y | +151.9% | +74.2% | +77.7% | +66.2% |
| 5Y | +137.7% | +113.1% | +24.6% | +38.4% |
| 10Y | +757.6% | +133.5% | +624.0% | +347.2% |
| All | +13,507.3% | +454.4% | +13,052.9% | +4,262.5% |
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