+9.4%
IBM vs ZYBT
-57.8%
+67.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.7% | -2.5% |
| 7D | -0.3% | -2.5% | +2.2% | -0.3% |
| 30D | -1.8% | -1.2% | -0.6% | -1.8% |
| 3M | -13.5% | +76.7% | -90.1% | -13.6% |
| 6M | -5.1% | +103.6% | -108.7% | -5.3% |
| YTD | -19.4% | +38.3% | -57.6% | -19.6% |
| 1Y | -6.5% | -84.7% | +78.2% | -6.8% |
| All | +9.4% | -57.8% | +67.2% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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