+2,536.4%
IBM vs C
+1,079.6%
+1,456.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -0.3% | +4.7% | -5.0% | -1.4% |
| 30D | +6.8% | +0.2% | +6.6% | +6.7% |
| 3M | +4.4% | -9.3% | +13.7% | +6.7% |
| 6M | +13.2% | -0.8% | +14.0% | +13.5% |
| YTD | -15.1% | +8.5% | -23.6% | -16.9% |
| 1Y | -20.2% | +23.1% | -43.3% | -24.2% |
| 3Y | +79.3% | +220.8% | -141.5% | +34.1% |
| 5Y | +147.5% | +112.4% | +35.1% | +101.1% |
| 10Y | +140.2% | +217.9% | -77.8% | +73.1% |
| All | +2,536.4% | +1,079.6% | +1,456.8% | +962.4% |
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