+2,413.6%
IBM vs USB
+8,537.0%
-6,123.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.1% |
| 7D | -0.3% | +1.4% | -1.7% | -0.7% |
| 30D | +0.3% | -1.3% | +1.6% | +0.6% |
| 3M | -21.6% | +15.2% | -36.8% | -24.6% |
| 6M | -4.7% | +18.8% | -23.5% | -9.3% |
| YTD | -19.1% | +21.0% | -40.1% | -23.2% |
| 1Y | -2.5% | +34.0% | -36.5% | -10.1% |
| 3Y | +74.2% | +95.3% | -21.2% | +43.0% |
| 5Y | +113.1% | +40.4% | +72.8% | +87.1% |
| 10Y | +133.5% | +107.3% | +26.2% | +81.3% |
| All | +2,413.6% | +8,537.0% | -6,123.4% | +948.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling