+2,521.8%
IBM vs TECH
+101,542.6%
-99,020.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | -5.0% | +0.2% | -5.1% | -5.0% |
| 30D | +11.1% | +0.3% | +10.8% | +11.1% |
| 3M | +5.7% | +1.3% | +4.4% | +5.5% |
| 6M | +10.1% | +54.0% | -43.9% | +3.4% |
| YTD | -15.6% | +24.3% | -39.9% | -18.7% |
| 1Y | -19.5% | +25.8% | -45.3% | -22.7% |
| 3Y | +80.4% | +26.0% | +54.4% | +70.0% |
| 5Y | +140.0% | -40.1% | +180.1% | +145.8% |
| 10Y | +155.0% | +210.6% | -55.6% | +109.2% |
| All | +2,521.8% | +101,542.6% | -99,020.8% | +1,529.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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