+2,413.6%
IBM vs NEM
+487.7%
+1,925.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.1% |
| 7D | -0.3% | +0.3% | -0.6% | -0.3% |
| 30D | +0.3% | +23.1% | -22.8% | -0.6% |
| 3M | -21.6% | +18.5% | -40.1% | -22.2% |
| 6M | -4.7% | +7.8% | -12.5% | -5.2% |
| YTD | -19.1% | +29.1% | -48.2% | -20.2% |
| 1Y | -2.5% | +72.7% | -75.2% | -5.2% |
| 3Y | +74.2% | +248.7% | -174.6% | +63.6% |
| 5Y | +113.1% | +148.7% | -35.5% | +102.0% |
| 10Y | +133.5% | +304.8% | -171.2% | +116.7% |
| All | +2,413.6% | +487.7% | +1,925.9% | +2,338.0% |
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