+770.9%
IWM vs IBM
+387.3%
+383.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.2% |
| 7D | -0.3% | -1.7% | +1.4% | +0.5% |
| 30D | +1.9% | +10.1% | -8.2% | -2.8% |
| 3M | -5.7% | +4.8% | -10.5% | -8.3% |
| 6M | -0.3% | +12.6% | -12.9% | -11.7% |
| YTD | +15.8% | -13.9% | +29.7% | +15.4% |
| 1Y | +17.1% | -18.7% | +35.8% | +20.2% |
| 3Y | +73.1% | +81.9% | -8.8% | +11.2% |
| 5Y | +25.9% | +148.3% | -122.5% | -32.6% |
| 10Y | +151.9% | +143.6% | +8.3% | +30.4% |
| All | +770.9% | +387.3% | +383.6% | +190.4% |
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