-17.4%
IBM vs USB
+33.6%
-51.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -1.8% |
| 7D | -4.3% | -1.5% | -2.9% | -3.6% |
| 30D | +11.7% | +4.3% | +7.4% | +9.2% |
| 3M | +5.5% | -6.1% | +11.6% | +8.7% |
| 6M | +9.5% | +9.4% | +0.1% | +4.1% |
| YTD | -14.9% | +15.2% | -30.0% | -18.4% |
| 1Y | -17.4% | +32.8% | -50.1% | -25.5% |
| All | -17.4% | +33.6% | -51.0% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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