-13.3%
IBM vs IRE
-97.6%
+84.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -23.2% | +25.0% | +1.9% |
| 7D | +0.4% | -46.8% | +47.3% | +0.9% |
| 30D | +14.8% | -75.5% | +90.3% | +15.9% |
| 3M | +8.9% | -79.4% | +88.3% | +10.0% |
| 6M | +12.4% | -91.3% | +103.7% | +14.7% |
| YTD | -12.4% | -90.8% | +78.4% | -11.9% |
| 1Y | -13.3% | -97.7% | +84.5% | -9.7% |
| All | -13.3% | -97.6% | +84.3% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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