-19.5%
IBM vs RF
+21.0%
-40.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -5.0% | -0.9% | -4.1% | -4.5% |
| 30D | +11.1% | +6.0% | +5.1% | +7.8% |
| 3M | +5.7% | -8.9% | +14.6% | +10.7% |
| 6M | +10.1% | +2.3% | +7.8% | +8.9% |
| YTD | -15.6% | +7.6% | -23.2% | -16.7% |
| 1Y | -19.5% | +21.2% | -40.7% | -25.3% |
| All | -19.5% | +21.0% | -40.6% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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