+336.3%
IBM vs MSCI
+2,756.4%
-2,420.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -0.3% | +0.4% | -0.7% | -0.4% |
| 30D | +0.3% | +0.6% | -0.3% | +0.1% |
| 3M | -21.6% | -7.1% | -14.5% | -20.1% |
| 6M | -4.7% | +0.8% | -5.5% | -4.9% |
| YTD | -19.1% | +1.0% | -20.1% | -19.4% |
| 1Y | -2.5% | +4.3% | -6.8% | -3.9% |
| 3Y | +74.2% | +9.9% | +64.2% | +66.7% |
| 5Y | +113.1% | -6.8% | +119.9% | +106.8% |
| 10Y | +133.5% | +614.7% | -481.1% | +25.2% |
| All | +336.3% | +2,756.4% | -2,420.1% | +51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling