+115.5%
IBM vs NET
+112.9%
+2.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.0% | +0.2% |
| 7D | -0.3% | -7.0% | +6.7% | +0.2% |
| 30D | +0.3% | -4.8% | +5.1% | +0.6% |
| 3M | -21.6% | +3.8% | -25.4% | -22.1% |
| 6M | -4.7% | +50.0% | -54.7% | -8.1% |
| YTD | -19.1% | +41.5% | -60.6% | -21.8% |
| 1Y | -2.5% | +32.8% | -35.3% | -5.6% |
| 3Y | +74.2% | +335.9% | -261.7% | +58.4% |
| All | +115.5% | +112.9% | +2.6% | +89.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling