-10.4%
IBM vs IRE
-97.7%
+87.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -15.8% | +15.9% | +0.2% |
| 7D | -1.5% | -41.9% | +40.4% | -1.1% |
| 30D | +8.4% | -75.1% | +83.5% | +9.7% |
| 3M | +4.2% | -82.4% | +86.6% | +5.6% |
| 6M | +7.9% | -95.5% | +103.5% | +11.2% |
| YTD | -15.2% | -93.1% | +77.9% | -14.9% |
| 1Y | -18.7% | -97.8% | +79.1% | -15.1% |
| All | -10.4% | -97.7% | +87.3% | -7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling