+120.6%
IBM vs NI
+95.2%
+25.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.9% | +3.6% |
| 7D | +3.6% | +1.3% | +2.3% | +3.1% |
| 30D | +1.5% | -0.3% | +1.8% | +1.6% |
| 3M | -12.9% | -9.5% | -3.5% | -10.2% |
| 6M | -3.9% | -10.2% | +6.3% | -0.9% |
| YTD | -17.3% | +1.8% | -19.1% | -18.7% |
| 1Y | -5.0% | +5.7% | -10.7% | -8.0% |
| 3Y | +78.2% | +69.6% | +8.6% | +44.2% |
| 5Y | +120.6% | +95.8% | +24.9% | +66.9% |
| All | +120.6% | +95.2% | +25.5% | +66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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