+741.9%
IWM vs IBM
+377.7%
+364.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.8% | +1.4% |
| 7D | -2.0% | -5.0% | +2.9% | +0.4% |
| 30D | -1.5% | +11.1% | -12.6% | -6.4% |
| 3M | -8.0% | +5.7% | -13.7% | -10.9% |
| 6M | -4.1% | +10.1% | -14.2% | -14.2% |
| YTD | +11.9% | -15.6% | +27.5% | +12.6% |
| 1Y | +15.0% | -19.5% | +34.6% | +18.6% |
| 3Y | +64.2% | +80.4% | -16.2% | +5.8% |
| 5Y | +20.4% | +140.0% | -119.6% | -34.4% |
| 10Y | +168.0% | +155.0% | +13.0% | +35.2% |
| All | +741.9% | +377.7% | +364.2% | +183.4% |
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