+72.4%
IBM vs IT
-51.4%
+123.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.4% | +6.2% | +1.1% |
| 7D | +0.3% | -9.1% | +9.4% | +3.1% |
| 30D | -1.5% | -7.0% | +5.5% | +0.3% |
| 3M | -16.8% | +7.6% | -24.4% | -20.0% |
| 6M | -9.0% | +2.1% | -11.2% | -11.6% |
| YTD | -20.1% | -31.6% | +11.5% | -15.8% |
| 1Y | -7.0% | -29.9% | +22.9% | -3.1% |
| 3Y | +72.4% | -51.3% | +123.6% | +111.3% |
| All | +72.4% | -51.4% | +123.7% | +111.3% |
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