-18.8%
IBM vs NDAQ
+26.1%
-44.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | -0.2% |
| 7D | -2.5% | -0.1% | -2.4% | -2.5% |
| 30D | +8.4% | +15.9% | -7.5% | -0.2% |
| 3M | +4.5% | +15.1% | -10.6% | -3.6% |
| 6M | +7.9% | +22.9% | -15.0% | -4.5% |
| YTD | -15.2% | +12.8% | -28.1% | -21.0% |
| All | -18.8% | +26.1% | -44.8% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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