-19.5%
IBM vs IRE
-98.3%
+78.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +39.6% | -40.4% | -1.2% |
| 7D | -5.0% | -27.2% | +22.2% | -4.9% |
| 30D | +11.1% | -75.1% | +86.2% | +12.1% |
| 3M | +5.7% | -77.9% | +83.6% | +6.6% |
| 6M | +10.1% | -94.6% | +104.7% | +12.6% |
| YTD | -15.6% | -91.5% | +75.9% | -15.3% |
| 1Y | -19.5% | -97.8% | +78.3% | -15.2% |
| All | -19.5% | -98.3% | +78.8% | -15.2% |
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