-18.8%
IBM vs B
+24.4%
-43.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.8% | +0.3% |
| 7D | -2.5% | +11.3% | -13.9% | -3.0% |
| 30D | +8.4% | +2.9% | +5.4% | +8.1% |
| 3M | +4.5% | -2.9% | +7.3% | +4.5% |
| 6M | +7.9% | -1.2% | +9.1% | +8.7% |
| YTD | -15.2% | -1.3% | -13.9% | -17.5% |
| All | -18.8% | +24.4% | -43.1% | -24.5% |
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