+73.9%
IBM vs B
+198.7%
-124.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.3% |
| 7D | -0.3% | -1.6% | +1.3% | -0.2% |
| 30D | +0.3% | +9.4% | -9.2% | -0.5% |
| 3M | -21.6% | +5.0% | -26.6% | -21.8% |
| 6M | -4.7% | -3.5% | -1.2% | -4.5% |
| YTD | -19.1% | +4.5% | -23.5% | -20.1% |
| 1Y | -2.5% | +67.8% | -70.3% | -9.1% |
| All | +73.9% | +198.7% | -124.8% | +51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling