+305.0%
INTC vs IBM
-7.5%
+312.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.5% | -3.1% | -5.8% |
| 7D | +9.4% | -0.3% | +9.7% | +9.4% |
| 30D | +2.7% | -1.8% | +4.5% | +2.5% |
| 3M | -6.3% | -13.5% | +7.2% | -6.5% |
| 6M | +114.5% | -5.1% | +119.6% | +111.5% |
| YTD | +171.9% | -19.4% | +191.3% | +176.3% |
| 1Y | +305.0% | -6.5% | +311.5% | +235.2% |
| All | +305.0% | -7.5% | +312.5% | +235.2% |
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