-17.4%
IBM vs TRU
+4.5%
-21.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.8% | -3.3% |
| 7D | -4.3% | +9.8% | -14.2% | -8.5% |
| 30D | +11.7% | +30.7% | -19.1% | -2.8% |
| 3M | +5.5% | +3.8% | +1.7% | +2.9% |
| 6M | +9.5% | +21.9% | -12.4% | -1.8% |
| YTD | -14.9% | -2.8% | -12.0% | -18.2% |
| 1Y | -17.4% | +4.8% | -22.2% | -21.9% |
| All | -17.4% | +4.5% | -21.8% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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