+138.2%
IBM vs S
-67.4%
+205.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.0% |
| 7D | -5.0% | -13.4% | +8.5% | -3.9% |
| 30D | +11.1% | -14.0% | +25.1% | +12.3% |
| 3M | +5.7% | +4.9% | +0.8% | +5.0% |
| 6M | +10.1% | +42.0% | -31.9% | +6.4% |
| YTD | -15.6% | +45.1% | -60.7% | -18.8% |
| 1Y | -19.5% | +33.1% | -52.6% | -22.2% |
| 3Y | +80.4% | +40.6% | +39.8% | +74.0% |
| All | +138.2% | -67.4% | +205.6% | +129.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling