+145.8%
IBM vs Z
+25.1%
+120.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.3% |
| 7D | -0.3% | -3.0% | +2.7% | 0.0% |
| 30D | +0.3% | -4.2% | +4.5% | +0.7% |
| 3M | -21.6% | -3.7% | -17.9% | -21.4% |
| 6M | -4.7% | -24.5% | +19.8% | -2.0% |
| YTD | -19.1% | -49.3% | +30.2% | -13.4% |
| 1Y | -2.5% | -58.7% | +56.2% | +6.2% |
| 3Y | +74.2% | -34.1% | +108.3% | +78.2% |
| 5Y | +113.1% | -64.5% | +177.7% | +125.1% |
| 10Y | +133.5% | -0.5% | +134.0% | +92.5% |
| All | +145.8% | +25.1% | +120.7% | +95.9% |
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