+127.7%
IBM vs NTR
+103.6%
+24.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.5% |
| 7D | +0.3% | +3.8% | -3.6% | -0.6% |
| 30D | -1.5% | +25.2% | -26.7% | -6.5% |
| 3M | -16.8% | +21.0% | -37.8% | -20.6% |
| 6M | -9.0% | +7.6% | -16.6% | -11.4% |
| YTD | -20.1% | +32.9% | -52.9% | -26.6% |
| 1Y | -7.0% | +43.1% | -50.1% | -16.5% |
| 3Y | +72.4% | +41.6% | +30.8% | +52.4% |
| 5Y | +112.0% | +54.8% | +57.2% | +62.8% |
| All | +127.7% | +103.6% | +24.1% | +46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling