+79.8%
IBM vs NET
+380.5%
-300.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.5% | +4.2% |
| 7D | +3.6% | +9.9% | -6.3% | +2.0% |
| 30D | +3.1% | -1.6% | +4.7% | +3.1% |
| 3M | -10.8% | +34.8% | -45.6% | -15.5% |
| 6M | -0.8% | +43.9% | -44.7% | -7.8% |
| YTD | -16.2% | +55.5% | -71.7% | -23.4% |
| 1Y | -2.9% | +36.5% | -39.3% | -10.1% |
| 3Y | +79.8% | +368.3% | -288.4% | +42.7% |
| All | +79.8% | +380.5% | -300.7% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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