+150.1%
IBM vs Z
-53.4%
+203.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.5% | +0.5% |
| 7D | +1.6% | +0.8% | +0.7% | +1.4% |
| 30D | +9.2% | +5.2% | +4.0% | +8.1% |
| 3M | +4.9% | -17.0% | +22.0% | +7.0% |
| 6M | +16.8% | -22.7% | +39.4% | +19.7% |
| YTD | -14.3% | -56.3% | +42.0% | -7.3% |
| 1Y | -16.7% | -57.7% | +40.9% | -9.7% |
| 3Y | +82.2% | -16.5% | +98.8% | +86.9% |
| All | +150.1% | -53.4% | +203.6% | +158.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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