+140.3%
IBM vs COMP
-56.6%
+196.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -8.2% | +5.3% | -2.3% |
| 7D | -4.3% | -1.8% | -2.5% | -4.2% |
| 30D | +11.7% | -0.8% | +12.4% | +11.6% |
| 3M | +5.5% | -28.1% | +33.6% | +7.4% |
| 6M | +9.5% | +27.0% | -17.5% | +7.2% |
| YTD | -14.9% | -12.8% | -2.1% | -14.9% |
| 1Y | -17.4% | +4.9% | -22.2% | -18.1% |
| 3Y | +83.3% | +321.0% | -237.7% | +68.0% |
| 5Y | +142.1% | -25.6% | +167.6% | +119.7% |
| All | +140.3% | -56.6% | +196.9% | +111.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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