-18.7%
IBM vs SO
+6.6%
-25.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | -1.7% | +0.8% | -2.5% | -1.7% |
| 30D | +10.1% | +7.8% | +2.3% | +10.7% |
| 3M | +4.8% | +2.9% | +1.9% | +4.8% |
| 6M | +12.6% | +2.5% | +10.1% | +13.6% |
| YTD | -13.9% | +10.3% | -24.2% | -11.8% |
| 1Y | -18.7% | +6.4% | -25.1% | -16.1% |
| All | -18.7% | +6.6% | -25.3% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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