+115.5%
IBM vs CB
+99.7%
+15.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.6% |
| 7D | -0.3% | +0.5% | -0.8% | -0.5% |
| 30D | +0.3% | -3.1% | +3.4% | +1.2% |
| 3M | -21.6% | +9.0% | -30.6% | -23.1% |
| 6M | -4.7% | +2.9% | -7.5% | -5.1% |
| YTD | -19.1% | +10.1% | -29.2% | -21.2% |
| 1Y | -2.5% | +22.8% | -25.3% | -8.3% |
| 3Y | +74.2% | +73.8% | +0.4% | +45.3% |
| All | +115.5% | +99.7% | +15.8% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 5y: compounded portfolio wealth divided by compounded CB 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…
5y analysis · Full analysis span regression · 6 months rolling