+80.4%
IBM vs ALL
+105.5%
-25.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | +0.2% |
| 7D | -5.0% | -1.9% | -3.0% | -4.5% |
| 30D | +11.1% | +13.8% | -2.7% | +7.7% |
| 3M | +5.7% | -7.0% | +12.7% | +7.3% |
| 6M | +10.1% | +18.0% | -7.9% | +6.5% |
| YTD | -15.6% | +24.2% | -39.8% | -19.5% |
| 1Y | -19.5% | +31.2% | -50.7% | -24.3% |
| 3Y | +80.4% | +107.5% | -27.1% | +53.4% |
| All | +80.4% | +105.5% | -25.1% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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