+120.6%
IBM vs NOK
+103.7%
+16.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.0% | +2.3% | +3.2% |
| 7D | +3.6% | +9.3% | -5.8% | +2.3% |
| 30D | +1.5% | +17.9% | -16.3% | -0.8% |
| 3M | -12.9% | -22.3% | +9.4% | -10.3% |
| 6M | -3.9% | +36.4% | -40.3% | -11.5% |
| YTD | -17.3% | +66.3% | -83.7% | -27.1% |
| 1Y | -5.0% | +134.4% | -139.4% | -23.8% |
| 3Y | +78.2% | +186.6% | -108.4% | +34.9% |
| 5Y | +120.6% | +102.7% | +17.9% | +74.3% |
| All | +120.6% | +103.7% | +16.9% | +74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling