+112.0%
IBM vs UL
+22.5%
+89.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | +0.3% | -1.3% | +1.6% | +0.5% |
| 30D | -1.5% | +0.9% | -2.4% | -1.6% |
| 3M | -16.8% | +14.2% | -31.0% | -18.2% |
| 6M | -9.0% | -3.2% | -5.8% | -8.5% |
| YTD | -20.1% | -0.3% | -19.7% | -20.3% |
| 1Y | -7.0% | -8.8% | +1.8% | -5.9% |
| 3Y | +72.4% | +23.9% | +48.5% | +65.6% |
| 5Y | +112.0% | +21.4% | +90.6% | +104.2% |
| All | +112.0% | +22.5% | +89.5% | +104.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling