+141.3%
IBM vs IR
+288.5%
-147.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.3% |
| 7D | -0.3% | -2.8% | +2.5% | +0.5% |
| 30D | +0.3% | -15.1% | +15.4% | +5.2% |
| 3M | -21.6% | +6.1% | -27.7% | -23.4% |
| 6M | -4.7% | -16.8% | +12.1% | -0.3% |
| YTD | -19.1% | -3.5% | -15.5% | -19.3% |
| 1Y | -2.5% | -3.5% | +1.0% | -3.0% |
| 3Y | +74.2% | +9.5% | +64.7% | +62.8% |
| 5Y | +113.1% | +45.1% | +68.1% | +78.2% |
| All | +141.3% | +288.5% | -147.2% | +50.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling