+3,684.7%
IBM vs NOK
+1,279.2%
+2,405.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.5% |
| 7D | +1.6% | +5.4% | -3.8% | +0.4% |
| 30D | +9.2% | -14.1% | +23.3% | +12.1% |
| 3M | +4.9% | -23.6% | +28.5% | +9.6% |
| 6M | +16.8% | -45.1% | +61.9% | +28.9% |
| YTD | -14.3% | +24.7% | -39.0% | -22.6% |
| 1Y | -16.7% | +19.0% | -35.7% | -24.2% |
| 3Y | +82.2% | +147.0% | -64.8% | +37.4% |
| 5Y | +149.9% | +58.2% | +91.8% | +104.8% |
| 10Y | +142.6% | +122.3% | +20.3% | +66.3% |
| All | +3,684.7% | +1,279.2% | +2,405.5% | +1,121.9% |
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