+2,544.4%
IBM vs B
+714.7%
+1,829.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.4% | -2.9% |
| 7D | -4.3% | +4.3% | -8.6% | -4.5% |
| 30D | +11.7% | -0.9% | +12.6% | +11.7% |
| 3M | +5.5% | -1.4% | +6.8% | +5.5% |
| 6M | +9.5% | +5.0% | +4.4% | +9.1% |
| YTD | -14.9% | -5.8% | -9.0% | -15.0% |
| 1Y | -17.4% | +25.6% | -43.0% | -18.3% |
| 3Y | +83.3% | +161.6% | -78.4% | +76.0% |
| 5Y | +142.1% | +135.2% | +6.8% | +132.4% |
| 10Y | +157.2% | +170.7% | -13.6% | +144.5% |
| All | +2,544.4% | +714.7% | +1,829.7% | +2,696.2% |
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