+78.0%
IBM vs NEM
+277.0%
-199.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.5% | -0.5% |
| 7D | -2.2% | +11.6% | -13.8% | -2.6% |
| 30D | +7.7% | +1.8% | +5.9% | +7.5% |
| 3M | +3.5% | +2.5% | +1.0% | +3.4% |
| 6M | +7.2% | +3.4% | +3.8% | +7.3% |
| YTD | -15.8% | +20.9% | -36.7% | -16.8% |
| 1Y | -19.3% | +37.2% | -56.5% | -20.9% |
| 3Y | +78.0% | +271.6% | -193.7% | +68.8% |
| All | +78.0% | +277.0% | -199.1% | +68.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling