+2,536.4%
IBM vs OMC
+6,384.1%
-3,847.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.6% |
| 7D | -0.3% | -0.3% | 0.0% | -0.2% |
| 30D | +6.8% | +10.6% | -3.9% | +2.7% |
| 3M | +4.4% | +2.6% | +1.8% | +3.1% |
| 6M | +13.2% | +16.6% | -3.4% | +6.9% |
| YTD | -15.1% | +10.9% | -26.0% | -18.9% |
| 1Y | -20.2% | +22.1% | -42.3% | -26.5% |
| 3Y | +79.3% | +27.5% | +51.8% | +59.0% |
| 5Y | +147.5% | +50.6% | +96.8% | +101.0% |
| 10Y | +140.2% | +51.7% | +88.5% | +88.3% |
| All | +2,536.4% | +6,384.1% | -3,847.8% | +751.0% |
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