+150.1%
IBM vs OMC
+52.4%
+97.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.6% |
| 7D | +1.6% | +1.9% | -0.3% | +1.0% |
| 30D | +9.2% | +12.2% | -3.0% | +5.2% |
| 3M | +4.9% | +0.6% | +4.3% | +4.5% |
| 6M | +16.8% | +21.0% | -4.2% | +10.1% |
| YTD | -14.3% | +12.4% | -26.6% | -17.6% |
| 1Y | -16.7% | +25.4% | -42.1% | -22.4% |
| 3Y | +82.2% | +29.2% | +53.0% | +66.2% |
| All | +150.1% | +52.4% | +97.7% | +117.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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