+911.3%
IBM vs MAR
+3,207.6%
-2,296.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.6% | -0.7% |
| 7D | -1.5% | +2.9% | -4.4% | -2.3% |
| 30D | +8.4% | +17.0% | -8.6% | +3.5% |
| 3M | +4.2% | +23.2% | -19.0% | -2.1% |
| 6M | +7.9% | +21.7% | -13.8% | +1.3% |
| YTD | -15.2% | +38.9% | -54.0% | -23.7% |
| 1Y | -18.7% | +48.7% | -67.4% | -28.4% |
| 3Y | +79.2% | +122.9% | -43.7% | +38.5% |
| 5Y | +144.7% | +177.5% | -32.8% | +72.5% |
| 10Y | +141.6% | +537.5% | -396.0% | +24.0% |
| All | +911.3% | +3,207.6% | -2,296.2% | +177.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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