+4,619.0%
IBM vs IT
+6,105.9%
-1,486.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.7% | +1.1% |
| 7D | -0.3% | -6.0% | +5.7% | +1.0% |
| 30D | +0.3% | 0.0% | +0.3% | +0.1% |
| 3M | -21.6% | +13.1% | -34.7% | -24.0% |
| 6M | -4.7% | +11.7% | -16.4% | -7.6% |
| YTD | -19.1% | -26.1% | +7.0% | -14.9% |
| 1Y | -2.5% | -21.3% | +18.8% | +0.7% |
| 3Y | +74.2% | -46.7% | +120.9% | +92.0% |
| 5Y | +113.1% | -40.5% | +153.6% | +125.9% |
| 10Y | +133.5% | +103.9% | +29.6% | +88.7% |
| All | +4,619.0% | +6,105.9% | -1,486.8% | +1,876.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling