+80.4%
IBM vs NOK
+153.4%
-73.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.3% |
| 7D | -0.3% | +11.0% | -11.3% | -1.3% |
| 30D | +6.8% | -16.0% | +22.8% | +8.2% |
| 3M | +4.4% | -19.8% | +24.2% | +5.9% |
| 6M | +13.2% | -37.1% | +50.3% | +17.4% |
| YTD | -15.1% | +28.0% | -43.1% | -23.0% |
| 1Y | -20.2% | +17.9% | -38.1% | -26.4% |
| All | +80.4% | +153.4% | -73.0% | +32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling