+2,468.9%
IBM vs M
+401.4%
+2,067.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.7% | -0.1% |
| 7D | -5.0% | -4.3% | -0.7% | -4.3% |
| 30D | +11.1% | +1.3% | +9.8% | +10.7% |
| 3M | +5.7% | -7.4% | +13.1% | +6.8% |
| 6M | +10.1% | +18.3% | -8.2% | +5.9% |
| YTD | -15.6% | +7.6% | -23.2% | -17.8% |
| 1Y | -19.5% | +17.4% | -36.9% | -23.0% |
| 3Y | +80.4% | +108.4% | -28.0% | +49.6% |
| 5Y | +140.0% | -10.6% | +150.6% | +119.0% |
| 10Y | +155.0% | -3.2% | +158.1% | +96.1% |
| All | +2,468.9% | +401.4% | +2,067.5% | +1,135.4% |
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 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