+57.4%
INTC vs IBM
-13.0%
+70.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.7% | -5.5% | -3.5% |
| 7D | -39.0% | +0.4% | -39.4% | -39.0% |
| 30D | -49.8% | +14.8% | -64.6% | -48.7% |
| 3M | -42.2% | +8.9% | -51.2% | -41.4% |
| 6M | -39.2% | +12.4% | -51.6% | -38.8% |
| YTD | +57.9% | -12.4% | +70.3% | +58.9% |
| 1Y | +57.4% | -13.3% | +70.6% | +58.6% |
| All | +57.4% | -13.0% | +70.4% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM 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 1y: compounded portfolio wealth divided by compounded IBM 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…
1y analysis · Full analysis span regression · 6 months rolling