+83.0%
IBM vs M
+159.6%
-76.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.6% |
| 7D | -1.7% | -3.3% | +1.6% | -1.4% |
| 30D | +10.1% | +8.1% | +2.0% | +8.9% |
| 3M | +4.8% | +2.2% | +2.6% | +4.3% |
| 6M | +12.6% | +35.1% | -22.5% | +7.3% |
| YTD | -13.9% | +15.8% | -29.7% | -16.3% |
| 1Y | -18.7% | +25.8% | -44.5% | -22.0% |
| All | +83.0% | +159.6% | -76.5% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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