+9,863.9%
INTC vs IBM
+2,666.4%
+7,197.6%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.5% | +6.0% | +6.7% |
| 7D | +7.3% | -1.7% | +9.0% | +8.5% |
| 30D | -38.3% | +10.1% | -48.4% | -41.6% |
| 3M | -36.0% | +4.8% | -40.9% | -38.1% |
| 6M | -51.7% | +12.6% | -64.3% | -59.4% |
| YTD | +69.4% | -13.9% | +83.3% | +62.7% |
| 1Y | +65.0% | -18.7% | +83.7% | +64.2% |
| 3Y | +63.0% | +81.9% | -18.9% | -5.2% |
| 5Y | +33.4% | +148.3% | -115.0% | -37.0% |
| 10Y | +121.2% | +143.6% | -22.4% | +1.6% |
| All | +9,863.9% | +2,666.4% | +7,197.6% | +1,275.3% |
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 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