-18.7%
IBM vs RF
+18.8%
-37.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | -1.7% | -1.3% | -0.4% | -1.0% |
| 30D | +10.1% | +4.6% | +5.5% | +7.5% |
| 3M | +4.8% | -8.4% | +13.3% | +9.6% |
| 6M | +12.6% | +8.9% | +3.7% | +7.9% |
| YTD | -13.9% | +8.8% | -22.7% | -16.0% |
| 1Y | -18.7% | +18.9% | -37.6% | -24.6% |
| All | -18.7% | +18.8% | -37.5% | -24.6% |
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