+151.0%
IBM vs NIO
-92.4%
+243.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.6% |
| 7D | -1.7% | -1.8% | +0.1% | -1.6% |
| 30D | +10.1% | -6.6% | +16.7% | +10.4% |
| 3M | +4.8% | -29.9% | +34.7% | +6.6% |
| 6M | +12.6% | -46.6% | +59.2% | +15.8% |
| YTD | -13.9% | -36.5% | +22.6% | -12.3% |
| 1Y | -18.7% | -51.1% | +32.4% | -16.3% |
| 3Y | +81.9% | -55.2% | +137.2% | +84.5% |
| All | +151.0% | -92.4% | +243.5% | +167.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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