+2,574.6%
IBM vs OMC
+6,536.5%
-3,961.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -1.7% | +1.6% | -3.3% | -2.3% |
| 30D | +10.1% | +15.3% | -5.2% | +4.4% |
| 3M | +4.8% | +4.5% | +0.4% | +2.8% |
| 6M | +12.6% | +20.8% | -8.2% | +5.0% |
| YTD | -13.9% | +13.5% | -27.4% | -18.4% |
| 1Y | -18.7% | +25.2% | -44.0% | -25.9% |
| 3Y | +81.9% | +30.5% | +51.4% | +59.9% |
| 5Y | +148.3% | +52.7% | +95.6% | +100.8% |
| 10Y | +143.6% | +55.2% | +88.4% | +89.4% |
| All | +2,574.6% | +6,536.5% | -3,961.9% | +756.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling