+641.0%
IBM vs NDAQ
+2,628.3%
-1,987.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.6% |
| 3M | +4.5% | +15.1% | -10.6% | +0.9% |
| 6M | +7.9% | +22.9% | -15.0% | +2.6% |
| YTD | -15.2% | +12.8% | -28.1% | -17.7% |
| 1Y | -17.6% | +26.0% | -43.6% | -22.0% |
| 3Y | +82.1% | +119.7% | -37.6% | +51.4% |
| 5Y | +143.3% | +65.4% | +77.9% | +112.9% |
| 10Y | +149.9% | +469.3% | -319.4% | +67.9% |
| All | +641.0% | +2,628.3% | -1,987.3% | +282.6% |
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 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