+2,413.6%
IBM vs NI
+5,092.7%
-2,679.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -0.3% | +2.0% | -2.3% | -1.0% |
| 30D | +0.3% | -3.5% | +3.8% | +1.4% |
| 3M | -21.6% | -9.1% | -12.5% | -19.1% |
| 6M | -4.7% | -11.8% | +7.1% | -1.0% |
| YTD | -19.1% | +1.1% | -20.2% | -19.9% |
| 1Y | -2.5% | +6.7% | -9.2% | -5.4% |
| 3Y | +74.2% | +71.1% | +3.1% | +42.3% |
| 5Y | +113.1% | +94.3% | +18.8% | +65.1% |
| 10Y | +133.5% | +135.8% | -2.2% | +65.9% |
| All | +2,413.6% | +5,092.7% | -2,679.1% | +669.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling