-19.3%
IBM vs IRE
-98.1%
+78.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -15.8% | +15.2% | -0.5% |
| 7D | -2.2% | -41.9% | +39.7% | -1.9% |
| 30D | +7.7% | -75.1% | +82.7% | +8.6% |
| 3M | +3.5% | -82.4% | +85.9% | +4.5% |
| 6M | +7.2% | -95.5% | +102.7% | +9.7% |
| YTD | -15.8% | -93.1% | +77.3% | -15.3% |
| 1Y | -19.3% | -97.8% | +78.5% | -15.8% |
| All | -19.3% | -98.1% | +78.9% | -15.8% |
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