+138.2%
IBM vs MSCI
+3.6%
+134.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.3% |
| 7D | -5.0% | +2.8% | -7.8% | -5.7% |
| 30D | +11.1% | +15.4% | -4.3% | +7.0% |
| 3M | +5.7% | +13.4% | -7.7% | +2.2% |
| 6M | +10.1% | +10.9% | -0.8% | +7.2% |
| YTD | -15.6% | +13.0% | -28.6% | -18.2% |
| 1Y | -19.5% | +12.0% | -31.6% | -21.9% |
| 3Y | +80.4% | +34.1% | +46.3% | +67.5% |
| All | +138.2% | +3.6% | +134.6% | +119.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling