+2,413.6%
IBM vs IP
+364.8%
+2,048.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.5% |
| 7D | -0.3% | -5.3% | +5.0% | +1.1% |
| 30D | +0.3% | -10.9% | +11.1% | +3.2% |
| 3M | -21.6% | +11.2% | -32.8% | -24.2% |
| 6M | -4.7% | -10.2% | +5.5% | -3.3% |
| YTD | -19.1% | -2.0% | -17.1% | -20.2% |
| 1Y | -2.5% | -19.1% | +16.6% | +0.5% |
| 3Y | +74.2% | +20.9% | +53.3% | +56.4% |
| 5Y | +113.1% | -17.8% | +131.0% | +109.5% |
| 10Y | +133.5% | +23.5% | +110.0% | +100.0% |
| All | +2,413.6% | +364.8% | +2,048.8% | +1,052.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling