+115.5%
IBM vs U
-68.9%
+184.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.1% |
| 7D | -0.3% | -3.8% | +3.5% | 0.0% |
| 30D | +0.3% | +17.5% | -17.2% | -0.9% |
| 3M | -21.6% | +38.7% | -60.3% | -23.6% |
| 6M | -4.7% | +104.4% | -109.1% | -9.7% |
| YTD | -19.1% | -5.7% | -13.4% | -20.3% |
| 1Y | -2.5% | +3.7% | -6.2% | -4.8% |
| 3Y | +74.2% | +12.3% | +61.8% | +64.6% |
| All | +115.5% | -68.9% | +184.4% | +94.1% |
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