+179.4%
INTC vs IBM
+72.8%
+106.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -1.2% | +10.2% | +9.2% |
| 7D | +17.4% | +0.3% | +17.1% | +17.4% |
| 30D | +2.8% | -1.5% | +4.3% | +2.9% |
| 3M | -5.3% | -16.8% | +11.5% | -3.9% |
| 6M | +140.6% | -9.0% | +149.6% | +133.9% |
| YTD | +183.1% | -20.1% | +203.2% | +187.3% |
| 1Y | +326.8% | -7.0% | +333.8% | +297.6% |
| 3Y | +179.4% | +72.4% | +107.1% | +97.0% |
| All | +179.4% | +72.8% | +106.7% | +97.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling