-19.5%
IBM vs PATH
-10.2%
-9.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | -5.0% | -5.3% | +0.3% | -3.6% |
| 30D | +11.1% | -0.5% | +11.6% | +11.2% |
| 3M | +5.7% | -7.1% | +12.9% | +5.9% |
| 6M | +10.1% | +23.8% | -13.7% | +1.4% |
| YTD | -15.6% | -20.7% | +5.1% | -18.7% |
| 1Y | -19.5% | -8.1% | -11.5% | -23.9% |
| All | -19.5% | -10.2% | -9.3% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 1y: compounded portfolio wealth divided by compounded PATH 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…
1y analysis · Full analysis span regression · 6 months rolling