+72.4%
IBM vs SITM
+409.8%
-337.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +1.0% | -1.1% |
| 7D | +0.3% | +8.4% | -8.1% | -0.1% |
| 30D | -1.5% | -17.4% | +15.9% | -0.7% |
| 3M | -16.8% | -9.8% | -6.9% | -16.9% |
| 6M | -9.0% | +83.0% | -92.0% | -14.8% |
| YTD | -20.1% | +69.6% | -89.6% | -25.0% |
| 1Y | -7.0% | +144.9% | -151.9% | -15.8% |
| 3Y | +72.4% | +429.9% | -357.5% | +49.6% |
| All | +72.4% | +409.8% | -337.4% | +49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling