+359.0%
IBM vs MSCI
+3,169.6%
-2,810.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.7% | -0.1% | -2.1% |
| 7D | -4.3% | +6.0% | -10.4% | -5.9% |
| 30D | +11.7% | +18.2% | -6.5% | +6.5% |
| 3M | +5.5% | +15.1% | -9.6% | +1.4% |
| 6M | +9.5% | +13.7% | -4.3% | +5.5% |
| YTD | -14.9% | +15.6% | -30.5% | -18.3% |
| 1Y | -17.4% | +16.3% | -33.7% | -20.9% |
| 3Y | +83.3% | +36.9% | +46.4% | +65.2% |
| 5Y | +142.1% | +6.3% | +135.8% | +127.0% |
| 10Y | +157.2% | +823.0% | -665.8% | +28.7% |
| All | +359.0% | +3,169.6% | -2,810.6% | +53.5% |
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 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