+2,533.7%
IBM vs UL
+2,764.7%
-231.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.5% | +0.2% |
| 7D | -2.5% | +0.3% | -2.8% | -2.6% |
| 30D | +8.4% | +7.0% | +1.4% | +5.9% |
| 3M | +4.5% | +5.8% | -1.3% | +2.4% |
| 6M | +7.9% | +16.1% | -8.2% | +2.6% |
| YTD | -15.2% | +4.5% | -19.7% | -17.2% |
| 1Y | -17.6% | -1.3% | -16.3% | -18.1% |
| 3Y | +82.1% | +35.0% | +47.1% | +62.1% |
| 5Y | +143.3% | +31.9% | +111.4% | +114.5% |
| 10Y | +149.9% | +99.3% | +50.7% | +90.2% |
| All | +2,533.7% | +2,764.7% | -231.1% | +865.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling