+9.5%
IBM vs ACWI
+1.0%
+8.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.8% | +1.0% | -1.6% |
| 7D | -4.3% | -4.0% | -0.3% | -3.1% |
| 30D | +11.7% | -5.8% | +17.5% | +13.5% |
| 3M | +5.5% | -5.0% | +10.5% | +6.9% |
| 6M | +9.5% | +0.7% | +8.8% | +11.0% |
| All | +9.5% | +1.0% | +8.4% | +11.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling