-18.7%
IBM vs B
+16.8%
-35.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.1% | +6.1% | +0.3% |
| 7D | -1.5% | +7.1% | -8.7% | -1.9% |
| 30D | +8.4% | -3.3% | +11.7% | +8.5% |
| 3M | +4.2% | -2.5% | +6.7% | +4.4% |
| 6M | +7.9% | -7.2% | +15.2% | +9.0% |
| YTD | -15.2% | -7.4% | -7.8% | -17.3% |
| 1Y | -18.7% | +16.4% | -35.2% | -24.3% |
| All | -18.7% | +16.8% | -35.5% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 1y: compounded portfolio wealth divided by compounded B 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…
1y analysis · Full analysis span regression · 6 months rolling