+808.3%
IWM vs IBM
+358.0%
+450.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +0.1% | -0.3% | +0.4% | +0.2% |
| 30D | -1.3% | +0.3% | -1.5% | -1.5% |
| 3M | +1.6% | -21.6% | +23.2% | +10.3% |
| 6M | +13.6% | -4.7% | +18.3% | +9.0% |
| YTD | +20.8% | -19.1% | +39.8% | +24.5% |
| 1Y | +26.4% | -2.5% | +28.9% | +17.2% |
| 3Y | +60.7% | +74.2% | -13.5% | +5.5% |
| 5Y | +38.2% | +113.1% | -74.9% | -19.9% |
| 10Y | +169.5% | +133.5% | +35.9% | +42.7% |
| All | +808.3% | +358.0% | +450.3% | +213.3% |
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