-13.3%
IBM vs MSCI
+17.3%
-30.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.4% | -3.7% | -1.2% |
| 7D | +0.4% | +11.5% | -11.0% | -5.5% |
| 30D | +14.8% | +22.1% | -7.3% | +2.6% |
| 3M | +8.9% | +18.4% | -9.5% | -1.1% |
| 6M | +12.4% | +16.6% | -4.2% | +3.0% |
| YTD | -12.4% | +18.8% | -31.2% | -19.3% |
| 1Y | -13.3% | +19.0% | -32.2% | -18.5% |
| All | -13.3% | +17.3% | -30.5% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 1y: compounded portfolio wealth divided by compounded MSCI 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…
1y analysis · Full analysis span regression · 6 months rolling