+3,472.5%
IBM vs NOK
+1,614.1%
+1,858.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.5% |
| 7D | -0.3% | -1.8% | +1.5% | +0.1% |
| 30D | +0.3% | +4.7% | -4.4% | -0.9% |
| 3M | -21.6% | -39.7% | +18.0% | -13.8% |
| 6M | -4.7% | +23.1% | -27.8% | -11.9% |
| YTD | -19.1% | +55.0% | -74.1% | -29.4% |
| 1Y | -2.5% | +118.0% | -120.5% | -22.2% |
| 3Y | +74.2% | +170.5% | -96.3% | +30.6% |
| 5Y | +113.1% | +84.9% | +28.3% | +71.0% |
| 10Y | +133.5% | +112.0% | +21.5% | +64.4% |
| All | +3,472.5% | +1,614.1% | +1,858.4% | +1,015.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling