+79.8%
IBM vs SU
+120.0%
-40.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.0% |
| 7D | +3.6% | +2.2% | +1.3% | +3.3% |
| 30D | +3.1% | +8.4% | -5.3% | +2.0% |
| 3M | -10.8% | +12.1% | -22.9% | -12.4% |
| 6M | -0.8% | +19.7% | -20.5% | -3.9% |
| YTD | -16.2% | +58.4% | -74.6% | -22.9% |
| 1Y | -2.9% | +67.2% | -70.1% | -11.6% |
| 3Y | +79.8% | +125.0% | -45.2% | +56.8% |
| All | +79.8% | +120.0% | -40.1% | +56.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling