+2,544.4%
IBM vs RF
+1,429.2%
+1,115.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -2.4% |
| 7D | -4.3% | -1.6% | -2.7% | -4.0% |
| 30D | +11.7% | +5.0% | +6.6% | +10.6% |
| 3M | +5.5% | -10.0% | +15.5% | +7.7% |
| 6M | +9.5% | +3.3% | +6.1% | +8.8% |
| YTD | -14.9% | +7.9% | -22.8% | -16.1% |
| 1Y | -17.4% | +21.2% | -38.6% | -20.4% |
| 3Y | +83.3% | +105.8% | -22.5% | +57.9% |
| 5Y | +142.1% | +43.7% | +98.3% | +119.5% |
| 10Y | +157.2% | +289.4% | -132.3% | +87.9% |
| All | +2,544.4% | +1,429.2% | +1,115.1% | +1,190.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling