+167.4%
IBM vs OPEN
-86.9%
+254.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.3% | +0.4% |
| 7D | -2.5% | -21.7% | +19.1% | -1.8% |
| 30D | +8.4% | -36.5% | +44.8% | +9.8% |
| 3M | +4.5% | -59.5% | +64.0% | +7.4% |
| 6M | +7.9% | -71.9% | +79.7% | +12.0% |
| YTD | -15.2% | -75.8% | +60.6% | -11.8% |
| 1Y | -17.6% | -78.5% | +60.9% | -14.1% |
| 3Y | +82.1% | -30.2% | +112.2% | +78.3% |
| 5Y | +143.3% | -93.3% | +236.6% | +137.5% |
| All | +167.4% | -86.9% | +254.3% | +153.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OPEN.
Daily Out/Under-Performance
Portfolio return minus OPEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OPEN 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 OPEN 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