+806.2%
IBM vs SRE
+1,451.4%
-645.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.8% |
| 7D | +1.6% | +1.8% | -0.2% | +1.0% |
| 30D | +9.2% | -3.0% | +12.2% | +10.2% |
| 3M | +4.9% | -7.3% | +12.2% | +7.3% |
| 6M | +16.8% | -11.9% | +28.7% | +21.2% |
| YTD | -14.3% | -7.9% | -6.4% | -12.7% |
| 1Y | -16.7% | -11.1% | -5.6% | -14.2% |
| 3Y | +82.2% | +24.8% | +57.4% | +63.4% |
| 5Y | +149.9% | +52.4% | +97.6% | +107.0% |
| 10Y | +142.6% | +127.9% | +14.7% | +72.1% |
| All | +806.2% | +1,451.4% | -645.2% | +256.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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