+2,413.6%
IBM vs TECH
+101,053.8%
-98,640.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | +0.3% | +0.7% | -0.4% | +0.2% |
| 3M | -21.6% | +36.3% | -58.0% | -25.1% |
| 6M | -4.7% | +25.6% | -30.3% | -8.3% |
| YTD | -19.1% | +23.7% | -42.8% | -22.0% |
| 1Y | -2.5% | +37.6% | -40.1% | -7.6% |
| 3Y | +74.2% | -6.6% | +80.7% | +70.5% |
| 5Y | +113.1% | -42.2% | +155.4% | +119.2% |
| 10Y | +133.5% | +187.6% | -54.0% | +93.3% |
| All | +2,413.6% | +101,053.8% | -98,640.2% | +1,462.7% |
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