+156.4%
IBM vs Z
+6.9%
+149.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.6% | -0.6% |
| 7D | -5.0% | -4.6% | -0.4% | -4.5% |
| 30D | +11.1% | +8.3% | +2.8% | +9.8% |
| 3M | +5.7% | -11.6% | +17.3% | +6.8% |
| 6M | +10.1% | -33.6% | +43.8% | +14.7% |
| YTD | -15.6% | -56.7% | +41.1% | -8.3% |
| 1Y | -19.5% | -59.1% | +39.6% | -12.1% |
| 3Y | +80.4% | -20.4% | +100.8% | +81.5% |
| 5Y | +140.0% | -55.3% | +195.3% | +148.5% |
| 10Y | +155.0% | -14.2% | +169.2% | +113.3% |
| All | +156.4% | +6.9% | +149.5% | +107.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling