-13.3%
IBM vs IT
-17.9%
+4.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.3% | +1.2% |
| 7D | +0.4% | -5.5% | +5.9% | +1.9% |
| 30D | +14.8% | +10.3% | +4.4% | +9.4% |
| 3M | +8.9% | +11.5% | -2.6% | +2.5% |
| 6M | +12.4% | +40.3% | -27.8% | -5.3% |
| YTD | -12.4% | -17.9% | +5.5% | -17.1% |
| 1Y | -13.3% | -8.8% | -4.5% | -19.0% |
| All | -13.3% | -17.9% | +4.6% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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