+151.7%
IBM vs IR
+322.3%
-170.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.2% | -1.3% |
| 7D | -5.0% | +3.7% | -8.6% | -6.0% |
| 30D | +11.1% | +7.4% | +3.7% | +8.6% |
| 3M | +5.7% | -5.9% | +11.6% | +7.3% |
| 6M | +10.1% | +5.6% | +4.5% | +7.5% |
| YTD | -15.6% | +4.8% | -20.4% | -18.1% |
| 1Y | -19.5% | +6.9% | -26.5% | -22.4% |
| 3Y | +80.4% | +27.6% | +52.8% | +61.0% |
| 5Y | +140.0% | +45.8% | +94.2% | +100.7% |
| All | +151.7% | +322.3% | -170.6% | +52.8% |
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