+415.1%
IBM vs UUUU
-96.4%
+511.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.4% | +1.1% |
| 7D | +1.6% | -1.1% | +2.6% | +1.6% |
| 30D | +9.2% | -21.0% | +30.2% | +10.4% |
| 3M | +4.9% | -54.8% | +59.7% | +8.9% |
| 6M | +16.8% | -67.3% | +84.1% | +22.7% |
| YTD | -14.3% | -54.7% | +40.4% | -12.3% |
| 1Y | -16.7% | -57.4% | +40.7% | -14.7% |
| 3Y | +82.2% | -19.6% | +101.9% | +76.1% |
| 5Y | +149.9% | -40.0% | +190.0% | +139.9% |
| 10Y | +142.6% | +364.1% | -221.5% | +98.6% |
| All | +415.1% | -96.4% | +511.5% | +328.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling