+607.2%
IBM vs NDAQ
+2,327.9%
-1,720.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +1.9% | +0.5% |
| 7D | -0.3% | -2.4% | +2.1% | +0.3% |
| 30D | +0.3% | +2.5% | -2.2% | -0.3% |
| 3M | -21.6% | +9.9% | -31.5% | -23.4% |
| 6M | -4.7% | +9.4% | -14.1% | -6.8% |
| YTD | -19.1% | +0.4% | -19.5% | -19.2% |
| 1Y | -2.5% | +4.0% | -6.5% | -3.6% |
| 3Y | +74.2% | +94.4% | -20.2% | +49.0% |
| 5Y | +113.1% | +56.7% | +56.4% | +89.0% |
| 10Y | +133.5% | +375.3% | -241.8% | +63.3% |
| All | +607.2% | +2,327.9% | -1,720.7% | +275.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling