+11,697.7%
GOOGL vs IBM
+489.9%
+11,207.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +1.5% |
| 7D | +1.6% | -1.7% | +3.3% | +2.3% |
| 30D | -16.8% | +10.1% | -26.9% | -20.3% |
| 3M | -14.6% | +4.8% | -19.4% | -16.8% |
| 6M | -24.4% | +12.6% | -37.0% | -32.9% |
| YTD | -6.1% | -13.9% | +7.8% | -6.7% |
| 1Y | +1.0% | -18.7% | +19.7% | +3.1% |
| 3Y | +123.4% | +81.9% | +41.5% | +44.5% |
| 5Y | +103.2% | +148.3% | -45.1% | +9.7% |
| 10Y | +667.7% | +143.6% | +524.1% | +293.0% |
| All | +11,697.7% | +489.9% | +11,207.9% | +3,563.1% |
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