+138.2%
IBM vs IR
+44.3%
+93.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.2% | -1.2% |
| 7D | -5.0% | +3.7% | -8.6% | -5.8% |
| 30D | +11.1% | +7.4% | +3.7% | +9.0% |
| 3M | +5.7% | -5.9% | +11.6% | +7.1% |
| 6M | +10.1% | +5.6% | +4.5% | +8.0% |
| YTD | -15.6% | +4.8% | -20.4% | -17.7% |
| 1Y | -19.5% | +6.9% | -26.5% | -22.0% |
| 3Y | +80.4% | +27.6% | +52.8% | +63.3% |
| All | +138.2% | +44.3% | +93.9% | +95.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling