+401.8%
IBM vs MKTX
+1,443.5%
-1,041.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.0% |
| 3M | -13.5% | +41.1% | -54.6% | -18.5% |
| 6M | -5.1% | -9.5% | +4.4% | -4.4% |
| YTD | -19.4% | -8.7% | -10.7% | -19.0% |
| 1Y | -6.5% | -10.0% | +3.4% | -6.0% |
| 3Y | +73.8% | -24.6% | +98.4% | +76.3% |
| 5Y | +116.3% | -60.3% | +176.6% | +138.4% |
| 10Y | +138.4% | +5.0% | +133.4% | +114.2% |
| All | +401.8% | +1,443.5% | -1,041.7% | +147.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling