+123.0%
IBM vs NTR
+45.7%
+77.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.3% | +4.0% |
| 7D | +3.6% | -1.3% | +4.9% | +3.7% |
| 30D | +3.1% | +16.8% | -13.7% | +1.8% |
| 3M | -10.8% | +20.7% | -31.6% | -12.3% |
| 6M | -0.8% | +0.5% | -1.4% | -1.0% |
| YTD | -16.2% | +29.2% | -45.4% | -18.7% |
| 1Y | -2.9% | +39.6% | -42.5% | -6.7% |
| 3Y | +79.8% | +37.9% | +42.0% | +71.5% |
| All | +123.0% | +45.7% | +77.3% | +91.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling