-18.7%
IBM vs MSCI
+14.5%
-33.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.8% |
| 7D | -1.5% | +2.7% | -4.2% | -3.0% |
| 30D | +8.4% | +16.2% | -7.8% | -0.5% |
| 3M | +4.2% | +17.1% | -12.9% | -4.9% |
| 6M | +7.9% | +13.0% | -5.1% | +0.5% |
| YTD | -15.2% | +15.8% | -31.0% | -20.9% |
| 1Y | -18.7% | +15.5% | -34.2% | -22.3% |
| All | -18.7% | +14.5% | -33.2% | -22.3% |
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