+2,467.6%
IBM vs NTRS
+7,612.4%
-5,144.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.1% | +3.5% | +3.4% |
| 7D | +3.6% | +0.9% | +2.7% | +3.3% |
| 30D | +1.5% | -1.2% | +2.8% | +1.9% |
| 3M | -12.9% | +8.8% | -21.7% | -15.5% |
| 6M | -3.9% | +34.7% | -38.6% | -13.1% |
| YTD | -17.3% | +37.2% | -54.6% | -25.7% |
| 1Y | -5.0% | +46.3% | -51.3% | -16.4% |
| 3Y | +78.2% | +163.2% | -85.0% | +27.7% |
| 5Y | +120.6% | +86.9% | +33.7% | +71.3% |
| 10Y | +144.5% | +250.9% | -106.4% | +52.2% |
| All | +2,467.6% | +7,612.4% | -5,144.8% | +595.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling