+121.8%
IBM vs UUUU
+125.2%
-3.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.9% | +3.4% |
| 7D | +3.6% | +1.8% | +1.7% | +3.5% |
| 30D | +1.5% | +1.8% | -0.3% | +1.4% |
| 3M | -12.9% | +1.3% | -14.2% | -13.2% |
| 6M | -3.9% | -26.8% | +22.9% | -3.1% |
| YTD | -17.3% | +0.1% | -17.4% | -18.5% |
| 1Y | -5.0% | +11.2% | -16.2% | -7.6% |
| 3Y | +78.2% | +97.7% | -19.5% | +63.5% |
| All | +121.8% | +125.2% | -3.4% | +100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 5y: compounded portfolio wealth divided by compounded UUUU 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…
5y analysis · Full analysis span regression · 6 months rolling