+143.6%
IBM vs SITM
+4,608.4%
-4,464.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.5% | -6.5% | -0.4% |
| 7D | -0.3% | +9.7% | -10.0% | -0.9% |
| 30D | +0.3% | +12.7% | -12.4% | -0.9% |
| 3M | -21.6% | -13.4% | -8.2% | -21.6% |
| 6M | -4.7% | +59.6% | -64.3% | -10.0% |
| YTD | -19.1% | +73.3% | -92.4% | -24.3% |
| 1Y | -2.5% | +165.5% | -168.1% | -12.4% |
| 3Y | +74.2% | +368.7% | -294.6% | +44.8% |
| 5Y | +113.1% | +172.5% | -59.4% | +75.2% |
| All | +143.6% | +4,608.4% | -4,464.7% | +38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling