+115.5%
IBM vs NDAQ
+55.8%
+59.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +1.9% | +0.7% |
| 7D | -0.3% | -2.4% | +2.1% | +0.5% |
| 30D | +0.3% | +2.5% | -2.2% | -0.6% |
| 3M | -21.6% | +9.9% | -31.5% | -24.2% |
| 6M | -4.7% | +9.4% | -14.1% | -7.8% |
| YTD | -19.1% | +0.4% | -19.5% | -19.7% |
| 1Y | -2.5% | +4.0% | -6.5% | -4.4% |
| 3Y | +74.2% | +94.4% | -20.2% | +44.1% |
| All | +115.5% | +55.8% | +59.7% | +79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling