+74.7%
IBM vs ALM
+2,118.4%
-2,043.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.1% |
| 7D | -0.3% | -2.6% | +2.3% | -0.3% |
| 30D | +0.3% | +32.0% | -31.7% | +0.1% |
| 3M | -21.6% | -15.0% | -6.6% | -21.3% |
| 6M | -4.7% | -10.1% | +5.4% | -4.6% |
| YTD | -19.1% | +99.4% | -118.5% | -19.7% |
| 1Y | -2.5% | +316.4% | -318.9% | -4.7% |
| All | +74.7% | +2,118.4% | -2,043.8% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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