+2,413.6%
IBM vs UL
+2,661.1%
-247.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | -0.3% | -1.3% | +1.0% | +0.1% |
| 30D | +0.3% | +0.5% | -0.2% | +0.1% |
| 3M | -21.6% | +17.6% | -39.2% | -25.5% |
| 6M | -4.7% | -5.4% | +0.7% | -3.5% |
| YTD | -19.1% | +0.7% | -19.8% | -19.9% |
| 1Y | -2.5% | -9.3% | +6.8% | -0.5% |
| 3Y | +74.2% | +24.5% | +49.6% | +59.2% |
| 5Y | +113.1% | +23.2% | +89.9% | +92.3% |
| 10Y | +133.5% | +64.5% | +69.1% | +89.0% |
| All | +2,413.6% | +2,661.1% | -247.5% | +833.5% |
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