+105.3%
IBM vs S
-56.8%
+162.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | -0.3% | -7.7% | +7.4% | +0.2% |
| 30D | +0.3% | -5.3% | +5.6% | +0.6% |
| 3M | -21.6% | +20.3% | -41.9% | -22.7% |
| 6M | -4.7% | +47.4% | -52.1% | -7.4% |
| YTD | -19.1% | +32.5% | -51.6% | -21.0% |
| 1Y | -2.5% | +9.5% | -12.0% | -4.1% |
| 3Y | +74.2% | +15.5% | +58.6% | +71.2% |
| 5Y | +113.1% | -71.2% | +184.3% | +101.1% |
| All | +105.3% | -56.8% | +162.1% | +104.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling