+78.0%
IBM vs P
+187.1%
-109.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.6% |
| 7D | -2.2% | -13.3% | +11.1% | -1.2% |
| 30D | +7.7% | -34.0% | +41.7% | +11.0% |
| 3M | +3.5% | +4.1% | -0.6% | +2.1% |
| 6M | +7.2% | +30.5% | -23.3% | +2.8% |
| YTD | -15.8% | +52.2% | -68.0% | -20.7% |
| 1Y | -19.3% | +10.3% | -29.6% | -22.4% |
| 3Y | +78.0% | +180.9% | -102.9% | +55.8% |
| All | +78.0% | +187.1% | -109.1% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 3y: compounded portfolio wealth divided by compounded P 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…
3y analysis · Full analysis span regression · 6 months rolling