+73.0%
IBM vs MKTX
-25.2%
+98.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | -1.8% | +0.8% | -2.7% | -1.9% |
| 3M | -13.5% | +41.1% | -54.6% | -15.1% |
| 6M | -5.1% | -9.5% | +4.4% | -5.0% |
| YTD | -19.4% | -8.7% | -10.7% | -19.4% |
| 1Y | -6.5% | -10.0% | +3.4% | -6.5% |
| All | +73.0% | -25.2% | +98.2% | +73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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