-16.7%
IBM vs SITM
+47.8%
-64.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.5% | +6.5% | +0.9% |
| 7D | +1.6% | +6.6% | -5.1% | +1.7% |
| 30D | +9.2% | -15.3% | +24.5% | +8.9% |
| 3M | +4.9% | -35.4% | +40.3% | +4.1% |
| 6M | +16.8% | -46.8% | +63.5% | +17.7% |
| YTD | -14.3% | +25.9% | -40.1% | -20.1% |
| 1Y | -16.7% | +54.0% | -70.7% | -24.3% |
| All | -16.7% | +47.8% | -64.5% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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