+73.9%
IBM vs ACWI
+76.1%
-2.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.3% | +0.5% | -0.8% | -0.7% |
| 30D | +0.3% | +0.9% | -0.6% | -0.3% |
| 3M | -21.6% | +2.4% | -24.0% | -23.2% |
| 6M | -4.7% | +12.4% | -17.1% | -13.4% |
| YTD | -19.1% | +15.2% | -34.2% | -27.8% |
| 1Y | -2.5% | +22.7% | -25.2% | -17.1% |
| All | +73.9% | +76.1% | -2.2% | +15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling