+386.2%
IBM vs UUUU
-92.0%
+478.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | 0.0% |
| 7D | -0.3% | -1.4% | +1.1% | -0.2% |
| 30D | +0.3% | +16.3% | -16.0% | -0.5% |
| 3M | -21.6% | -16.7% | -4.9% | -21.2% |
| 6M | -4.7% | -33.7% | +29.0% | -3.4% |
| YTD | -19.1% | -0.5% | -18.6% | -20.2% |
| 1Y | -2.5% | +28.9% | -31.4% | -5.9% |
| 3Y | +74.2% | +99.9% | -25.7% | +60.9% |
| 5Y | +113.1% | +135.3% | -22.1% | +90.5% |
| 10Y | +133.5% | +518.4% | -384.8% | +87.5% |
| All | +386.2% | -92.0% | +478.3% | +290.2% |
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