-2.5%
IBM vs STM
+107.3%
-109.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | +0.2% |
| 7D | -0.3% | +5.8% | -6.1% | 0.0% |
| 30D | +0.3% | -1.0% | +1.3% | +0.2% |
| 3M | -21.6% | -33.3% | +11.7% | -22.6% |
| 6M | -4.7% | +57.4% | -62.1% | -6.4% |
| YTD | -19.1% | +102.2% | -121.3% | -22.1% |
| 1Y | -2.5% | +99.6% | -102.1% | -5.2% |
| All | -2.5% | +107.3% | -109.8% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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