+2,521.8%
IBM vs C
+1,032.0%
+1,489.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | -5.0% | -2.4% | -2.6% | -4.4% |
| 30D | +11.1% | -6.0% | +17.1% | +12.6% |
| 3M | +5.7% | -10.5% | +16.3% | +8.4% |
| 6M | +10.1% | -5.7% | +15.8% | +11.7% |
| YTD | -15.6% | +4.1% | -19.7% | -16.5% |
| 1Y | -19.5% | +20.5% | -40.0% | -23.2% |
| 3Y | +80.4% | +208.1% | -127.7% | +36.2% |
| 5Y | +140.0% | +110.4% | +29.6% | +95.5% |
| 10Y | +155.0% | +234.6% | -79.6% | +82.0% |
| All | +2,521.8% | +1,032.0% | +1,489.8% | +967.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling