+3,647.0%
IBM vs NOK
+1,315.1%
+2,331.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.0% |
| 7D | -0.3% | +11.0% | -11.3% | -2.6% |
| 30D | +6.8% | -16.0% | +22.8% | +10.1% |
| 3M | +4.4% | -19.8% | +24.2% | +7.9% |
| 6M | +13.2% | -37.1% | +50.3% | +21.0% |
| YTD | -15.1% | +28.0% | -43.1% | -23.8% |
| 1Y | -20.2% | +17.9% | -38.1% | -27.2% |
| 3Y | +79.3% | +152.7% | -73.4% | +34.6% |
| 5Y | +147.5% | +62.3% | +85.2% | +101.6% |
| 10Y | +140.2% | +128.1% | +12.1% | +63.7% |
| All | +3,647.0% | +1,315.1% | +2,331.9% | +1,103.3% |
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 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