-2.5%
IBM vs NTRS
+46.5%
-49.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | +0.3% | +1.2% | -0.9% | -0.3% |
| 3M | -21.6% | +8.3% | -29.9% | -24.5% |
| 6M | -4.7% | +30.0% | -34.7% | -15.9% |
| YTD | -19.1% | +38.0% | -57.1% | -30.3% |
| 1Y | -2.5% | +47.4% | -49.9% | -17.9% |
| All | -2.5% | +46.5% | -49.0% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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