+2,413.6%
IBM vs C
+1,202.3%
+1,211.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -0.3% | +3.6% | -3.9% | -1.2% |
| 30D | +0.3% | +0.1% | +0.2% | +0.2% |
| 3M | -21.6% | +2.4% | -24.0% | -21.9% |
| 6M | -4.7% | +24.9% | -29.6% | -9.7% |
| YTD | -19.1% | +19.8% | -38.9% | -22.5% |
| 1Y | -2.5% | +44.9% | -47.4% | -10.8% |
| 3Y | +74.2% | +263.0% | -188.8% | +26.5% |
| 5Y | +113.1% | +129.5% | -16.4% | +70.2% |
| 10Y | +133.5% | +291.6% | -158.1% | +60.7% |
| All | +2,413.6% | +1,202.3% | +1,211.3% | +890.4% |
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 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