+78.0%
IBM vs B
+179.8%
-101.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.1% | +5.5% | -0.1% |
| 7D | -2.2% | +7.1% | -9.3% | -2.8% |
| 30D | +7.7% | -3.3% | +11.0% | +7.9% |
| 3M | +3.5% | -2.5% | +6.0% | +3.6% |
| 6M | +7.2% | -7.2% | +14.4% | +7.8% |
| YTD | -15.8% | -7.4% | -8.4% | -16.1% |
| 1Y | -19.3% | +16.4% | -35.7% | -21.9% |
| 3Y | +78.0% | +178.7% | -100.7% | +56.4% |
| All | +78.0% | +179.8% | -101.8% | +56.4% |
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