-13.3%
IBM vs UL
+1.7%
-14.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.5% | +1.5% |
| 7D | +0.4% | +4.7% | -4.2% | +0.1% |
| 30D | +14.8% | +11.6% | +3.2% | +13.6% |
| 3M | +8.9% | +5.3% | +3.6% | +8.3% |
| 6M | +12.4% | +16.0% | -3.6% | +12.6% |
| YTD | -12.4% | +5.0% | -17.4% | -15.4% |
| 1Y | -13.3% | +1.1% | -14.4% | -15.9% |
| All | -13.3% | +1.7% | -14.9% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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