-14.6%
IBM vs IRE
-84.4%
+69.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +14.0% | -13.9% | -0.1% |
| 7D | -0.3% | +54.8% | -55.1% | -0.9% |
| 30D | +0.3% | +18.4% | -18.1% | -0.1% |
| 3M | -21.6% | -66.7% | +45.1% | -20.4% |
| 6M | -4.7% | -52.3% | +47.6% | -4.6% |
| YTD | -19.1% | -52.3% | +33.2% | -20.3% |
| All | -14.6% | -84.4% | +69.9% | -13.3% |
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