+171.3%
IBM vs P
+469.1%
-297.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.4% | -1.3% |
| 7D | -5.0% | -23.8% | +18.8% | -1.7% |
| 30D | +11.1% | -36.6% | +47.7% | +17.5% |
| 3M | +5.7% | +10.9% | -5.2% | +2.6% |
| 6M | +10.1% | +30.0% | -19.9% | +3.3% |
| YTD | -15.6% | +44.4% | -60.0% | -22.5% |
| 1Y | -19.5% | +3.9% | -23.5% | -23.3% |
| 3Y | +80.4% | +176.6% | -96.2% | +40.5% |
| 5Y | +140.0% | +249.3% | -109.3% | +74.3% |
| 10Y | +155.0% | +726.9% | -572.0% | +52.6% |
| All | +171.3% | +469.1% | -297.9% | +60.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling