+115.5%
IBM vs IP
-17.2%
+132.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.3% |
| 7D | -0.3% | -5.3% | +5.0% | +0.6% |
| 30D | +0.3% | -10.9% | +11.1% | +2.2% |
| 3M | -21.6% | +11.2% | -32.8% | -23.3% |
| 6M | -4.7% | -10.2% | +5.5% | -3.6% |
| YTD | -19.1% | -2.0% | -17.1% | -19.6% |
| 1Y | -2.5% | -19.1% | +16.6% | 0.0% |
| 3Y | +74.2% | +20.9% | +53.3% | +57.8% |
| All | +115.5% | -17.2% | +132.7% | +114.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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