-2.9%
IBM vs NOK
+143.5%
-146.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.8% | -0.8% | +3.9% |
| 7D | +3.6% | +11.0% | -7.4% | +3.5% |
| 30D | +3.1% | +7.8% | -4.8% | +3.1% |
| 3M | -10.8% | -21.0% | +10.2% | -10.3% |
| 6M | -0.8% | +40.9% | -41.7% | -0.5% |
| YTD | -16.2% | +72.0% | -88.2% | -15.9% |
| 1Y | -2.9% | +140.9% | -143.8% | -0.4% |
| All | -2.9% | +143.5% | -146.4% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NOK.
Daily Out/Under-Performance
Portfolio return minus NOK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOK 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 1y: compounded portfolio wealth divided by compounded NOK 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…
1y analysis · Full analysis span regression · 6 months rolling