+72.4%
IBM vs SMR
+88.2%
-15.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +15.3% | -16.4% | -1.9% |
| 7D | +0.3% | +21.4% | -21.1% | -0.6% |
| 30D | -1.5% | +13.8% | -15.3% | -2.2% |
| 3M | -16.8% | +3.9% | -20.7% | -17.3% |
| 6M | -9.0% | -4.2% | -4.8% | -9.5% |
| YTD | -20.1% | -21.1% | +1.1% | -20.0% |
| 1Y | -7.0% | -67.1% | +60.1% | -4.6% |
| 3Y | +72.4% | +88.9% | -16.5% | +56.4% |
| All | +72.4% | +88.2% | -15.8% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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