+9,167.2%
INTC vs IBM
+2,625.2%
+6,542.0%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -4.0% | -1.5% | -2.5% | -3.1% |
| 30D | -44.5% | +8.4% | -52.9% | -47.0% |
| 3M | -40.4% | +4.2% | -44.6% | -42.2% |
| 6M | -53.5% | +7.9% | -61.4% | -59.9% |
| YTD | +57.5% | -15.2% | +72.7% | +52.5% |
| 1Y | +51.2% | -18.7% | +69.9% | +50.2% |
| 3Y | +51.6% | +79.2% | -27.6% | -11.1% |
| 5Y | +23.5% | +144.7% | -121.3% | -41.2% |
| 10Y | +106.4% | +141.6% | -35.2% | -4.8% |
| All | +9,167.2% | +2,625.2% | +6,542.0% | +1,189.5% |
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