-13.3%
IBM vs SU
+88.1%
-101.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.5% | +6.2% | +2.0% |
| 7D | +0.4% | -7.1% | +7.5% | +0.9% |
| 30D | +14.8% | +4.8% | +10.0% | +14.6% |
| 3M | +8.9% | +12.5% | -3.6% | +8.8% |
| 6M | +12.4% | +6.5% | +6.0% | +11.6% |
| YTD | -12.4% | +65.8% | -78.2% | -18.7% |
| 1Y | -13.3% | +86.2% | -99.4% | -23.2% |
| All | -13.3% | +88.1% | -101.4% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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