+123.0%
IBM vs NTRS
+93.2%
+29.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.9% | +3.7% |
| 7D | +3.6% | +1.4% | +2.2% | +3.2% |
| 30D | +3.1% | -0.7% | +3.7% | +3.2% |
| 3M | -10.8% | +11.3% | -22.2% | -13.7% |
| 6M | -0.8% | +35.5% | -36.3% | -9.3% |
| YTD | -16.2% | +40.6% | -56.8% | -24.0% |
| 1Y | -2.9% | +49.2% | -52.1% | -13.4% |
| 3Y | +79.8% | +167.2% | -87.4% | +36.0% |
| All | +123.0% | +93.2% | +29.8% | +79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling