-2.9%
IBM vs NTR
+39.1%
-42.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.3% | +3.9% |
| 7D | +3.6% | -1.3% | +4.9% | +3.5% |
| 30D | +3.1% | +16.8% | -13.7% | +4.4% |
| 3M | -10.8% | +20.7% | -31.6% | -9.6% |
| 6M | -0.8% | +0.5% | -1.4% | -0.2% |
| YTD | -16.2% | +29.2% | -45.4% | -16.2% |
| 1Y | -2.9% | +39.6% | -42.5% | -2.7% |
| All | -2.9% | +39.1% | -42.0% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 1y: compounded portfolio wealth divided by compounded NTR 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…
1y analysis · Full analysis span regression · 6 months rolling