+2,534.9%
IBM vs UL
+2,758.7%
-223.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | +0.1% |
| 7D | -1.5% | +2.6% | -4.1% | -2.3% |
| 30D | +8.4% | +6.8% | +1.6% | +6.1% |
| 3M | +4.2% | +5.7% | -1.5% | +2.2% |
| 6M | +7.9% | +15.9% | -7.9% | +2.7% |
| YTD | -15.2% | +4.3% | -19.4% | -17.1% |
| 1Y | -18.7% | -0.4% | -18.3% | -19.5% |
| 3Y | +79.2% | +35.0% | +44.2% | +59.6% |
| 5Y | +144.7% | +31.6% | +113.1% | +115.9% |
| 10Y | +141.6% | +104.6% | +37.0% | +82.4% |
| All | +2,534.9% | +2,758.7% | -223.9% | +866.1% |
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