+2,621.5%
IBM vs USB
+8,296.0%
-5,674.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.2% |
| 7D | +0.4% | +2.4% | -2.0% | -0.2% |
| 30D | +14.8% | +6.6% | +8.2% | +12.8% |
| 3M | +8.9% | -4.1% | +13.0% | +10.1% |
| 6M | +12.4% | +12.5% | 0.0% | +8.7% |
| YTD | -12.4% | +17.6% | -30.0% | -16.3% |
| 1Y | -13.3% | +36.5% | -49.8% | -20.4% |
| 3Y | +88.6% | +95.4% | -6.8% | +55.4% |
| 5Y | +154.8% | +26.1% | +128.7% | +130.3% |
| 10Y | +164.7% | +101.3% | +63.4% | +107.1% |
| All | +2,621.5% | +8,296.0% | -5,674.5% | +1,043.5% |
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 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