+148.3%
IBM vs C
+115.5%
+32.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.0% |
| 7D | -1.7% | -0.4% | -1.3% | -1.6% |
| 30D | +10.1% | -5.3% | +15.4% | +11.9% |
| 3M | +4.8% | -8.0% | +12.8% | +7.4% |
| 6M | +12.6% | -0.3% | +12.9% | +12.9% |
| YTD | -13.9% | +8.6% | -22.5% | -16.1% |
| 1Y | -18.7% | +25.8% | -44.5% | -24.1% |
| 3Y | +81.9% | +221.2% | -139.3% | +27.0% |
| 5Y | +148.3% | +113.6% | +34.8% | +88.4% |
| All | +148.3% | +115.5% | +32.9% | +88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 5y: compounded portfolio wealth divided by compounded C 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…
5y analysis · Full analysis span regression · 6 months rolling