-13.3%
IBM vs S
+36.5%
-49.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.4% |
| 7D | +0.4% | -8.2% | +8.6% | +2.0% |
| 30D | +14.8% | -7.6% | +22.4% | +16.1% |
| 3M | +8.9% | +12.0% | -3.0% | +5.6% |
| 6M | +12.4% | +50.6% | -38.1% | -0.3% |
| YTD | -12.4% | +56.6% | -69.0% | -25.6% |
| 1Y | -13.3% | +39.2% | -52.5% | -26.0% |
| All | -13.3% | +36.5% | -49.8% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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