-18.8%
IBM vs STM
+90.1%
-108.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.8% | -6.3% | +0.8% |
| 7D | -2.5% | -5.6% | +3.0% | -2.8% |
| 30D | +8.4% | -14.4% | +22.8% | +7.3% |
| 3M | +4.5% | -20.5% | +24.9% | +3.0% |
| 6M | +7.9% | -24.5% | +32.4% | +6.1% |
| YTD | -15.2% | +72.7% | -87.9% | -20.5% |
| All | -18.8% | +90.1% | -108.9% | -24.8% |
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