+3,753.9%
IBM vs ALL
+3,667.9%
+86.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.5% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | +0.3% | -1.5% | +1.8% | +0.6% |
| 3M | -21.6% | +23.6% | -45.2% | -26.6% |
| 6M | -4.7% | +22.3% | -27.0% | -10.7% |
| YTD | -19.1% | +26.5% | -45.6% | -25.1% |
| 1Y | -2.5% | +27.0% | -29.5% | -10.1% |
| 3Y | +74.2% | +149.6% | -75.4% | +28.7% |
| 5Y | +113.1% | +118.1% | -4.9% | +60.7% |
| 10Y | +133.5% | +369.0% | -235.4% | +39.5% |
| All | +3,753.9% | +3,667.9% | +86.0% | +1,146.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling