-7.0%
IBM vs ACN
-28.4%
+21.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | +0.9% |
| 7D | +0.3% | -4.8% | +5.1% | +2.7% |
| 30D | -1.5% | +1.9% | -3.4% | -2.6% |
| 3M | -16.8% | +3.9% | -20.6% | -19.3% |
| 6M | -9.0% | -15.0% | +6.0% | -3.0% |
| YTD | -20.1% | -31.9% | +11.8% | -7.6% |
| 1Y | -7.0% | -28.5% | +21.5% | +6.5% |
| All | -7.0% | -28.4% | +21.4% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 ACN 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