+294.9%
IBM vs IBN
+1,532.9%
-1,238.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | -0.3% | +1.4% | -1.7% | -0.5% |
| 30D | +0.3% | -0.3% | +0.6% | +0.3% |
| 3M | -21.6% | +17.1% | -38.7% | -23.6% |
| 6M | -4.7% | +3.4% | -8.1% | -5.3% |
| YTD | -19.1% | +2.5% | -21.6% | -19.5% |
| 1Y | -2.5% | -4.2% | +1.7% | -2.0% |
| 3Y | +74.2% | +32.4% | +41.8% | +65.0% |
| 5Y | +113.1% | +59.2% | +54.0% | +94.3% |
| 10Y | +133.5% | +345.7% | -212.1% | +74.2% |
| All | +294.9% | +1,532.9% | -1,238.0% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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