+4,812.7%
IBM vs IT
+6,189.1%
-1,376.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.4% |
| 7D | -2.2% | -7.5% | +5.3% | -0.6% |
| 30D | +7.7% | -1.2% | +8.8% | +7.5% |
| 3M | +3.5% | -2.2% | +5.7% | +3.2% |
| 6M | +7.2% | +19.1% | -11.9% | +2.1% |
| YTD | -15.8% | -25.1% | +9.3% | -12.1% |
| 1Y | -19.3% | -17.4% | -1.9% | -17.5% |
| 3Y | +78.0% | -54.1% | +132.1% | +101.6% |
| 5Y | +143.0% | -42.7% | +185.7% | +158.5% |
| 10Y | +139.9% | +88.1% | +51.8% | +95.8% |
| All | +4,812.7% | +6,189.1% | -1,376.4% | +1,940.0% |
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 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