-19.5%
IBM vs PL
-3.5%
-16.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.4% | -11.2% | -1.2% |
| 7D | -5.0% | -6.8% | +1.9% | -4.8% |
| 30D | +11.1% | -29.3% | +40.4% | +12.3% |
| 3M | +5.7% | -44.8% | +50.5% | +7.8% |
| 6M | +10.1% | -68.4% | +78.5% | +14.3% |
| YTD | -15.6% | -36.4% | +20.8% | -14.2% |
| 1Y | -19.5% | +0.7% | -20.3% | -19.2% |
| All | -19.5% | -3.5% | -16.0% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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