-5.0%
IBM vs NEM
+70.3%
-75.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.3% | +2.1% | +3.4% |
| 7D | +3.6% | +3.1% | +0.5% | +3.6% |
| 30D | +1.5% | +10.0% | -8.5% | +1.8% |
| 3M | -12.9% | +30.9% | -43.8% | -12.0% |
| 6M | -3.9% | +10.5% | -14.4% | -3.4% |
| YTD | -17.3% | +29.7% | -47.1% | -17.0% |
| 1Y | -5.0% | +71.1% | -76.1% | -6.1% |
| All | -5.0% | +70.3% | -75.3% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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