+138.2%
IBM vs SO
+75.0%
+63.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.6% |
| 7D | -5.0% | -1.5% | -3.5% | -4.6% |
| 30D | +11.1% | +8.1% | +3.0% | +8.9% |
| 3M | +5.7% | +0.2% | +5.5% | +5.5% |
| 6M | +10.1% | +0.4% | +9.7% | +9.8% |
| YTD | -15.6% | +8.5% | -24.1% | -18.0% |
| 1Y | -19.5% | +4.9% | -24.5% | -21.0% |
| 3Y | +80.4% | +47.9% | +32.5% | +56.5% |
| All | +138.2% | +75.0% | +63.2% | +94.5% |
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