+2,562.9%
IBM vs NI
+5,716.3%
-3,153.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | +1.6% | +4.3% | -2.7% | +0.1% |
| 30D | +9.2% | +12.4% | -3.2% | +4.9% |
| 3M | +4.9% | +10.2% | -5.2% | +1.4% |
| 6M | +16.8% | -0.8% | +17.6% | +16.7% |
| YTD | -14.3% | +13.2% | -27.5% | -18.4% |
| 1Y | -16.7% | +10.1% | -26.8% | -20.0% |
| 3Y | +82.2% | +103.1% | -20.9% | +40.6% |
| 5Y | +149.9% | +115.5% | +34.4% | +86.8% |
| 10Y | +142.6% | +195.5% | -52.9% | +60.2% |
| All | +2,562.9% | +5,716.3% | -3,153.4% | +683.7% |
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