+82.1%
IBM vs NDAQ
+117.2%
-35.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | -0.1% |
| 7D | -2.5% | -0.1% | -2.4% | -2.5% |
| 30D | +8.4% | +15.9% | -7.5% | +1.4% |
| 3M | +4.5% | +15.1% | -10.6% | -2.2% |
| 6M | +7.9% | +22.9% | -15.0% | -2.1% |
| YTD | -15.2% | +12.8% | -28.1% | -20.6% |
| 1Y | -17.6% | +26.0% | -43.6% | -25.9% |
| 3Y | +82.1% | +119.7% | -37.6% | +29.6% |
| All | +82.1% | +117.2% | -35.2% | +29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling