-10.1%
IBM vs IRE
-98.0%
+87.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -33.9% | +31.1% | -2.4% |
| 7D | -4.3% | -57.1% | +52.8% | -3.5% |
| 30D | +11.7% | -84.4% | +96.1% | +13.7% |
| 3M | +5.5% | -85.0% | +90.4% | +7.2% |
| 6M | +9.5% | -95.2% | +104.7% | +12.8% |
| YTD | -14.9% | -93.9% | +79.1% | -14.4% |
| 1Y | -17.4% | -98.8% | +81.5% | -11.5% |
| All | -10.1% | -98.0% | +87.9% | -6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling