+161.6%
IBM vs Z
+6.6%
+155.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.3% |
| 7D | -1.7% | -13.1% | +11.3% | -0.2% |
| 30D | +10.1% | +5.9% | +4.2% | +9.1% |
| 3M | +4.8% | -13.7% | +18.5% | +6.2% |
| 6M | +12.6% | -27.1% | +39.7% | +16.1% |
| YTD | -13.9% | -56.8% | +42.9% | -6.4% |
| 1Y | -18.7% | -60.2% | +41.5% | -11.0% |
| 3Y | +81.9% | -19.7% | +101.6% | +82.9% |
| 5Y | +148.3% | -53.7% | +202.0% | +156.1% |
| 10Y | +143.6% | -16.9% | +160.5% | +104.6% |
| All | +161.6% | +6.6% | +155.0% | +111.7% |
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