+2,362.9%
IBM vs M
+396.5%
+1,966.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.4% |
| 7D | -0.3% | +4.7% | -5.0% | -1.1% |
| 30D | +0.3% | -9.6% | +9.9% | +2.0% |
| 3M | -21.6% | +0.9% | -22.5% | -22.1% |
| 6M | -4.7% | +22.3% | -27.0% | -8.8% |
| YTD | -19.1% | +6.5% | -25.6% | -20.9% |
| 1Y | -2.5% | +38.8% | -41.3% | -9.4% |
| 3Y | +74.2% | +115.9% | -41.8% | +43.6% |
| 5Y | +113.1% | +28.6% | +84.5% | +80.5% |
| 10Y | +133.5% | -2.5% | +136.1% | +79.6% |
| All | +2,362.9% | +396.5% | +1,966.4% | +1,089.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling