+387.4%
IBM vs CAPR
-99.1%
+486.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.9% | +10.0% | +0.1% |
| 7D | -1.5% | +7.6% | -9.2% | -1.6% |
| 30D | +8.4% | +13.3% | -4.9% | +8.3% |
| 3M | +4.2% | +130.4% | -126.2% | +3.4% |
| 6M | +7.9% | -70.8% | +78.7% | +8.2% |
| YTD | -15.2% | -69.3% | +54.1% | -15.0% |
| 1Y | -18.7% | +59.5% | -78.3% | -20.7% |
| 3Y | +79.2% | +216.8% | -137.6% | +72.3% |
| 5Y | +144.7% | +152.7% | -8.0% | +134.6% |
| 10Y | +141.6% | -68.2% | +209.8% | +126.8% |
| All | +387.4% | -99.1% | +486.5% | +351.8% |
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