+138.2%
IBM vs RF
+42.5%
+95.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -5.0% | -0.9% | -4.1% | -4.7% |
| 30D | +11.1% | +6.0% | +5.1% | +9.3% |
| 3M | +5.7% | -8.9% | +14.6% | +8.4% |
| 6M | +10.1% | +2.3% | +7.8% | +9.5% |
| YTD | -15.6% | +7.6% | -23.2% | -17.2% |
| 1Y | -19.5% | +21.2% | -40.7% | -23.4% |
| 3Y | +80.4% | +108.5% | -28.1% | +49.0% |
| All | +138.2% | +42.5% | +95.7% | +109.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling