+82.1%
IBM vs IT
-52.4%
+134.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | -2.5% | -18.8% | +16.3% | +3.6% |
| 30D | +8.4% | -0.1% | +8.4% | +7.5% |
| 3M | +4.5% | +2.9% | +1.5% | +2.0% |
| 6M | +7.9% | +20.4% | -12.5% | -1.2% |
| YTD | -15.2% | -24.3% | +9.1% | -14.1% |
| 1Y | -17.6% | -17.2% | -0.4% | -18.3% |
| 3Y | +82.1% | -52.4% | +134.5% | +117.4% |
| All | +82.1% | -52.4% | +134.4% | +117.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling