+3,919.7%
IBM vs ALL
+3,598.8%
+321.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | +0.5% |
| 7D | -5.0% | -1.9% | -3.0% | -4.4% |
| 30D | +11.1% | +13.8% | -2.7% | +6.7% |
| 3M | +5.7% | -7.0% | +12.7% | +7.8% |
| 6M | +10.1% | +18.0% | -7.9% | +4.3% |
| YTD | -15.6% | +24.2% | -39.8% | -21.6% |
| 1Y | -19.5% | +31.2% | -50.7% | -26.5% |
| 3Y | +80.4% | +107.5% | -27.1% | +41.1% |
| 5Y | +140.0% | +144.8% | -4.8% | +74.3% |
| 10Y | +155.0% | +375.8% | -220.8% | +51.5% |
| All | +3,919.7% | +3,598.8% | +321.0% | +1,205.9% |
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