+2,413.6%
IBM vs B
+803.7%
+1,609.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.2% |
| 7D | -0.3% | -1.6% | +1.3% | -0.2% |
| 30D | +0.3% | +9.4% | -9.2% | -0.1% |
| 3M | -21.6% | +5.0% | -26.6% | -21.8% |
| 6M | -4.7% | -3.5% | -1.2% | -4.7% |
| YTD | -19.1% | +4.5% | -23.5% | -19.5% |
| 1Y | -2.5% | +67.8% | -70.3% | -4.7% |
| 3Y | +74.2% | +196.7% | -122.5% | +66.5% |
| 5Y | +113.1% | +151.9% | -38.8% | +104.2% |
| 10Y | +133.5% | +202.2% | -68.6% | +121.2% |
| All | +2,413.6% | +803.7% | +1,609.9% | +2,549.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling