+138.2%
IBM vs U
-66.8%
+205.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.5% | -6.4% | -1.3% |
| 7D | -5.0% | +36.6% | -41.5% | -7.3% |
| 30D | +11.1% | +13.3% | -2.2% | +9.9% |
| 3M | +5.7% | +26.2% | -20.5% | +3.7% |
| 6M | +10.1% | +88.7% | -78.6% | +4.6% |
| YTD | -15.6% | +16.6% | -32.2% | -18.3% |
| 1Y | -19.5% | +29.0% | -48.5% | -22.7% |
| 3Y | +80.4% | +99.5% | -19.1% | +65.0% |
| All | +138.2% | -66.8% | +205.0% | +108.7% |
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