-20.2%
IBM vs S
+29.4%
-49.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.3% | +4.8% | -0.2% |
| 7D | -0.3% | +4.1% | -4.4% | -1.2% |
| 30D | +6.8% | -7.2% | +13.9% | +7.9% |
| 3M | +4.4% | 0.0% | +4.4% | +3.3% |
| 6M | +13.2% | +41.6% | -28.4% | +1.1% |
| YTD | -15.1% | +48.6% | -63.7% | -27.7% |
| 1Y | -20.2% | +30.0% | -50.2% | -31.3% |
| All | -20.2% | +29.4% | -49.6% | -31.3% |
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