+151.8%
IBM vs U
-43.0%
+194.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.3% |
| 7D | +0.3% | +4.5% | -4.2% | 0.0% |
| 30D | -1.5% | -0.6% | -0.9% | -1.5% |
| 3M | -16.8% | +48.4% | -65.2% | -18.8% |
| 6M | -9.0% | +115.4% | -124.4% | -13.2% |
| YTD | -20.1% | -3.2% | -16.8% | -21.2% |
| 1Y | -7.0% | -6.0% | -1.0% | -8.5% |
| 3Y | +72.4% | +13.5% | +58.9% | +64.3% |
| 5Y | +112.0% | -68.0% | +180.0% | +95.0% |
| All | +151.8% | -43.0% | +194.8% | +127.3% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded U 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling