-5.0%
IBM vs UL
-8.6%
+3.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.7% | +5.0% | +3.5% |
| 7D | +3.6% | -3.2% | +6.8% | +3.7% |
| 30D | +1.5% | -0.6% | +2.1% | +1.5% |
| 3M | -12.9% | +9.4% | -22.4% | -12.2% |
| 6M | -3.9% | -4.1% | +0.2% | -4.1% |
| YTD | -17.3% | -2.0% | -15.4% | -19.0% |
| 1Y | -5.0% | -9.0% | +4.0% | -7.2% |
| All | -5.0% | -8.6% | +3.6% | -7.2% |
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