-9.1%
IBM vs IRE
-97.5%
+88.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +12.1% | -10.6% | +1.4% |
| 7D | -1.7% | -15.1% | +13.4% | -1.7% |
| 30D | +10.1% | -71.4% | +81.5% | +11.3% |
| 3M | +4.8% | -81.2% | +86.0% | +6.2% |
| 6M | +12.6% | -93.7% | +106.3% | +15.6% |
| YTD | -13.9% | -92.2% | +78.3% | -13.8% |
| 1Y | -18.7% | -97.3% | +78.6% | -15.6% |
| All | -9.1% | -97.5% | +88.4% | -6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling