+25.0%
INTC vs IBM
+139.9%
-114.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.5% | +5.0% | +5.4% |
| 7D | -1.0% | -2.5% | +1.5% | -0.4% |
| 30D | -43.3% | +8.4% | -51.7% | -44.2% |
| 3M | -41.6% | +4.5% | -46.1% | -42.2% |
| 6M | -52.5% | +7.9% | -60.4% | -56.8% |
| YTD | +60.9% | -15.2% | +76.1% | +60.9% |
| 1Y | +55.7% | -17.6% | +73.3% | +58.2% |
| 3Y | +59.2% | +82.1% | -22.9% | -3.5% |
| 5Y | +25.0% | +143.3% | -118.3% | -37.9% |
| All | +25.0% | +139.9% | -114.9% | -37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling