+77.4%
IBM vs NOK
+185.9%
-108.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.0% | +2.3% | +3.3% |
| 7D | +3.6% | +9.3% | -5.8% | +2.5% |
| 30D | +1.5% | +17.9% | -16.3% | -0.4% |
| 3M | -12.9% | -22.3% | +9.4% | -10.6% |
| 6M | -3.9% | +36.4% | -40.3% | -11.0% |
| YTD | -17.3% | +66.3% | -83.7% | -26.6% |
| 1Y | -5.0% | +134.4% | -139.4% | -24.4% |
| All | +77.4% | +185.9% | -108.5% | +31.2% |
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