+2,413.6%
IBM vs OMC
+6,006.3%
-3,592.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +1.0% |
| 7D | -0.3% | -6.4% | +6.1% | +2.0% |
| 30D | +0.3% | +1.1% | -0.8% | -0.3% |
| 3M | -21.6% | +10.4% | -32.0% | -24.3% |
| 6M | -4.7% | -1.7% | -3.0% | -4.1% |
| YTD | -19.1% | +4.4% | -23.5% | -20.8% |
| 1Y | -2.5% | +8.4% | -10.9% | -6.5% |
| 3Y | +74.2% | +14.4% | +59.8% | +60.8% |
| 5Y | +113.1% | +33.9% | +79.3% | +81.3% |
| 10Y | +133.5% | +34.9% | +98.7% | +91.3% |
| All | +2,413.6% | +6,006.3% | -3,592.7% | +731.2% |
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