+2,782.5%
IBM vs STM
+2,285.7%
+496.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.4% |
| 7D | -0.3% | +5.8% | -6.1% | -1.7% |
| 30D | +0.3% | -1.0% | +1.3% | +0.3% |
| 3M | -21.6% | -33.3% | +11.7% | -15.8% |
| 6M | -4.7% | +57.4% | -62.1% | -19.0% |
| YTD | -19.1% | +102.2% | -121.3% | -36.0% |
| 1Y | -2.5% | +99.6% | -102.1% | -23.2% |
| 3Y | +74.2% | +14.5% | +59.6% | +50.7% |
| 5Y | +113.1% | +21.4% | +91.8% | +73.6% |
| 10Y | +133.5% | +695.0% | -561.4% | +3.1% |
| All | +2,782.5% | +2,285.7% | +496.8% | +590.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling