+2,521.8%
IBM vs SO
+6,268.1%
-3,746.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.5% |
| 7D | -5.0% | -1.5% | -3.5% | -4.5% |
| 30D | +11.1% | +8.1% | +3.0% | +8.4% |
| 3M | +5.7% | +0.2% | +5.5% | +5.5% |
| 6M | +10.1% | +0.4% | +9.7% | +9.7% |
| YTD | -15.6% | +8.5% | -24.1% | -18.3% |
| 1Y | -19.5% | +4.9% | -24.5% | -21.3% |
| 3Y | +80.4% | +47.9% | +32.5% | +56.9% |
| 5Y | +140.0% | +75.7% | +64.3% | +96.0% |
| 10Y | +155.0% | +178.0% | -23.0% | +80.1% |
| All | +2,521.8% | +6,268.1% | -3,746.3% | +760.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling