+160.1%
IBM vs P
+485.4%
-325.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.1% |
| 7D | -0.3% | +6.5% | -6.8% | -1.2% |
| 30D | +0.3% | +18.8% | -18.6% | -2.6% |
| 3M | -21.6% | +26.7% | -48.4% | -25.1% |
| 6M | -4.7% | +62.2% | -66.9% | -12.7% |
| YTD | -19.1% | +48.5% | -67.6% | -25.2% |
| 1Y | -2.5% | +26.4% | -28.9% | -8.9% |
| 3Y | +74.2% | +159.4% | -85.3% | +38.5% |
| 5Y | +113.1% | +275.8% | -162.7% | +54.4% |
| 10Y | +133.5% | +732.0% | -598.5% | +40.8% |
| All | +160.1% | +485.4% | -325.3% | +54.8% |
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 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