+365.0%
IBM vs CAPR
-99.1%
+464.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.1% |
| 7D | -0.3% | -2.0% | +1.7% | -0.3% |
| 30D | +0.3% | +139.2% | -138.9% | -0.4% |
| 3M | -21.6% | -66.4% | +44.8% | -21.4% |
| 6M | -4.7% | -63.1% | +58.4% | -4.5% |
| YTD | -19.1% | -67.4% | +48.3% | -18.9% |
| 1Y | -2.5% | +58.2% | -60.8% | -4.8% |
| 3Y | +74.2% | +42.2% | +31.9% | +68.4% |
| 5Y | +113.1% | +87.3% | +25.9% | +104.8% |
| 10Y | +133.5% | -75.3% | +208.8% | +119.3% |
| All | +365.0% | -99.1% | +464.0% | +331.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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