-19.5%
IBM vs S
+31.6%
-51.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.2% |
| 7D | -5.0% | -13.4% | +8.5% | -2.4% |
| 30D | +11.1% | -14.0% | +25.1% | +13.9% |
| 3M | +5.7% | +4.9% | +0.8% | +3.7% |
| 6M | +10.1% | +42.0% | -31.9% | -1.7% |
| YTD | -15.6% | +45.1% | -60.7% | -27.5% |
| 1Y | -19.5% | +33.1% | -52.6% | -30.6% |
| All | -19.5% | +31.6% | -51.2% | -30.6% |
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