+150.1%
IBM vs U
-73.3%
+223.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.2% | -4.2% | +0.6% |
| 7D | +1.6% | +2.6% | -1.0% | +1.4% |
| 30D | +9.2% | +27.6% | -18.4% | +7.1% |
| 3M | +4.9% | +15.3% | -10.4% | +3.6% |
| 6M | +16.8% | +96.4% | -79.6% | +10.5% |
| YTD | -14.3% | +19.6% | -33.8% | -17.2% |
| 1Y | -16.7% | +42.1% | -58.8% | -20.5% |
| 3Y | +82.2% | +87.5% | -5.3% | +66.7% |
| All | +150.1% | -73.3% | +223.5% | +121.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling