+135.0%
IBM vs NIO
-36.7%
+171.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.6% | +0.1% |
| 7D | -0.3% | -13.0% | +12.7% | +0.3% |
| 30D | +0.3% | -18.3% | +18.6% | +1.1% |
| 3M | -21.6% | -33.2% | +11.6% | -20.3% |
| 6M | -4.7% | -21.5% | +16.8% | -3.9% |
| YTD | -19.1% | -25.5% | +6.4% | -18.3% |
| 1Y | -2.5% | -38.0% | +35.5% | -1.1% |
| 3Y | +74.2% | -65.5% | +139.6% | +77.7% |
| 5Y | +113.1% | -90.6% | +203.7% | +123.3% |
| All | +135.0% | -36.7% | +171.7% | +114.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling