+15,172.7%
INTC vs IBM
+2,499.8%
+12,672.9%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.1% | +4.4% | +4.5% |
| 7D | +7.1% | -0.3% | +7.4% | +7.3% |
| 30D | -5.2% | +0.3% | -5.5% | -5.5% |
| 3M | -14.3% | -21.6% | +7.3% | -6.9% |
| 6M | +110.2% | -4.7% | +114.9% | +93.7% |
| YTD | +159.6% | -19.1% | +178.7% | +159.5% |
| 1Y | +289.3% | -2.5% | +291.8% | +244.6% |
| 3Y | +166.1% | +74.2% | +91.9% | +58.6% |
| 5Y | +94.4% | +113.1% | -18.8% | +0.6% |
| 10Y | +227.7% | +133.5% | +94.2% | +54.4% |
| All | +15,172.7% | +2,499.8% | +12,672.9% | +2,094.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling