+150.1%
IBM vs M
-3.3%
+153.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.8% |
| 7D | +1.6% | +7.0% | -5.5% | +0.8% |
| 30D | +9.2% | +8.9% | +0.3% | +8.1% |
| 3M | +4.9% | +4.5% | +0.4% | +4.2% |
| 6M | +16.8% | +36.2% | -19.4% | +12.0% |
| YTD | -14.3% | +15.1% | -29.4% | -16.4% |
| 1Y | -16.7% | +27.4% | -44.2% | -19.8% |
| 3Y | +82.2% | +160.1% | -77.9% | +58.4% |
| All | +150.1% | -3.3% | +153.4% | +129.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling