+2,536.4%
IBM vs NEM
+416.8%
+2,119.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.9% | +3.5% | -1.2% |
| 7D | -0.3% | -5.9% | +5.6% | -0.1% |
| 30D | +6.8% | -2.6% | +9.3% | +6.8% |
| 3M | +4.4% | -4.2% | +8.6% | +4.5% |
| 6M | +13.2% | -5.5% | +18.7% | +13.2% |
| YTD | -15.1% | +13.5% | -28.7% | -16.0% |
| 1Y | -20.2% | +22.2% | -42.4% | -21.2% |
| 3Y | +79.3% | +249.0% | -169.6% | +68.4% |
| 5Y | +147.5% | +120.1% | +27.4% | +135.6% |
| 10Y | +140.2% | +356.3% | -216.1% | +122.5% |
| All | +2,536.4% | +416.8% | +2,119.5% | +2,469.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling