+150.1%
IBM vs SO
+79.0%
+71.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.7% |
| 7D | +1.6% | +1.4% | +0.2% | +1.2% |
| 30D | +9.2% | +4.7% | +4.5% | +7.9% |
| 3M | +4.9% | +1.7% | +3.2% | +4.4% |
| 6M | +16.8% | +2.2% | +14.6% | +16.0% |
| YTD | -14.3% | +10.0% | -24.2% | -17.0% |
| 1Y | -16.7% | +6.0% | -22.8% | -18.4% |
| 3Y | +82.2% | +54.1% | +28.1% | +55.8% |
| All | +150.1% | +79.0% | +71.1% | +103.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling