+2,404.3%
IBM vs NTRS
+7,716.8%
-5,312.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.8% | -2.9% |
| 7D | -0.3% | +0.3% | -0.6% | -0.4% |
| 30D | -1.8% | +0.2% | -2.0% | -2.0% |
| 3M | -13.5% | +13.2% | -26.7% | -17.1% |
| 6M | -5.1% | +36.9% | -42.0% | -14.7% |
| YTD | -19.4% | +39.1% | -58.5% | -27.9% |
| 1Y | -6.5% | +50.4% | -57.0% | -18.5% |
| 3Y | +73.8% | +166.8% | -93.0% | +24.0% |
| 5Y | +116.3% | +92.9% | +23.4% | +66.3% |
| 10Y | +138.4% | +255.7% | -117.2% | +47.8% |
| All | +2,404.3% | +7,716.8% | -5,312.5% | +575.5% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling