+82.2%
IBM vs IR
+25.2%
+57.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +1.6% | +2.5% | -1.0% | +0.9% |
| 30D | +9.2% | +9.2% | 0.0% | +6.8% |
| 3M | +4.9% | +0.9% | +4.0% | +4.5% |
| 6M | +16.8% | +19.2% | -2.5% | +11.1% |
| YTD | -14.3% | +7.5% | -21.8% | -16.8% |
| 1Y | -16.7% | +11.7% | -28.4% | -20.2% |
| 3Y | +82.2% | +23.9% | +58.3% | +61.0% |
| All | +82.2% | +25.2% | +57.0% | +61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling