+142.1%
IBM vs IP
-12.5%
+154.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.0% | +1.1% | -2.1% |
| 7D | -4.3% | -5.0% | +0.6% | -3.5% |
| 30D | +11.7% | +6.5% | +5.1% | +10.4% |
| 3M | +5.5% | -18.0% | +23.5% | +8.9% |
| 6M | +9.5% | +10.3% | -0.8% | +7.2% |
| YTD | -14.9% | -9.9% | -5.0% | -14.3% |
| 1Y | -17.4% | -1.1% | -16.3% | -18.4% |
| 3Y | +83.3% | +13.0% | +70.3% | +67.8% |
| 5Y | +142.1% | -12.3% | +154.3% | +136.0% |
| All | +142.1% | -12.5% | +154.5% | +136.0% |
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