+143.0%
IBM vs NTNX
+148.8%
-5.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.9% |
| 7D | +3.6% | -3.1% | +6.7% | +4.0% |
| 30D | +3.1% | +2.0% | +1.1% | +2.8% |
| 3M | -10.8% | +34.0% | -44.8% | -14.2% |
| 6M | -0.8% | +72.4% | -73.2% | -7.5% |
| YTD | -16.2% | +27.5% | -43.7% | -19.1% |
| 1Y | -2.9% | -18.7% | +15.9% | -1.6% |
| 3Y | +79.8% | +80.8% | -0.9% | +63.6% |
| 5Y | +124.9% | +54.5% | +70.4% | +103.1% |
| All | +143.0% | +148.8% | -5.8% | +95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX 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 10y: compounded portfolio wealth divided by compounded NTNX 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…
10y analysis · Full analysis span regression · 6 months rolling