-20.2%
IBM vs ACWI
+11.6%
-31.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.9% | -1.1% |
| 7D | -0.3% | +2.7% | -3.0% | -1.9% |
| 30D | +6.8% | -2.6% | +9.3% | +8.4% |
| 3M | +4.4% | -3.2% | +7.6% | +6.4% |
| 6M | +13.2% | +1.9% | +11.3% | +11.5% |
| YTD | -15.1% | +11.3% | -26.5% | -22.1% |
| 1Y | -20.2% | +11.7% | -31.9% | -26.8% |
| All | -20.2% | +11.6% | -31.8% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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