+143.3%
IBM vs RF
+46.7%
+96.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.2% |
| 7D | -2.5% | -0.1% | -2.4% | -2.5% |
| 30D | +8.4% | +7.0% | +1.3% | +6.3% |
| 3M | +4.5% | -7.0% | +11.5% | +6.5% |
| 6M | +7.9% | +6.8% | +1.1% | +6.0% |
| YTD | -15.2% | +9.9% | -25.1% | -17.3% |
| 1Y | -17.6% | +21.1% | -38.7% | -21.6% |
| 3Y | +82.1% | +119.6% | -37.6% | +48.4% |
| 5Y | +143.3% | +46.2% | +97.2% | +112.3% |
| All | +143.3% | +46.7% | +96.6% | +112.3% |
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 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