-8.1%
IBM vs IR
-6.1%
-2.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.9% |
| 7D | +0.3% | +0.6% | -0.3% | +0.2% |
| 30D | -1.5% | -13.6% | +12.1% | +0.9% |
| 3M | -16.8% | +3.7% | -20.4% | -17.6% |
| 6M | -9.0% | -13.1% | +4.0% | -6.7% |
| YTD | -20.1% | -5.1% | -14.9% | -20.0% |
| All | -8.1% | -6.1% | -2.0% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 1y: compounded portfolio wealth divided by compounded IR 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…
1y analysis · Full analysis span regression · 6 months rolling