+66.1%
INTC vs IBM
-18.7%
+84.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.4% |
| 7D | +6.0% | +1.6% | +4.4% | +6.2% |
| 30D | -39.2% | +9.2% | -48.4% | -38.3% |
| 3M | -42.9% | +4.9% | -47.9% | -42.5% |
| 6M | -50.4% | +16.8% | -67.2% | -50.4% |
| YTD | +61.7% | -14.3% | +76.0% | +62.1% |
| 1Y | +66.1% | -16.7% | +82.9% | +68.3% |
| All | +66.1% | -18.7% | +84.8% | +68.3% |
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