+16.1%
JPM vs IBM
-13.0%
+29.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +4.1% |
| 7D | +3.8% | +0.4% | +3.3% | +3.7% |
| 30D | +6.5% | +14.8% | -8.3% | +5.5% |
| 3M | -1.0% | +8.9% | -9.9% | -1.6% |
| 6M | +15.5% | +12.4% | +3.1% | +10.3% |
| YTD | +11.4% | -12.4% | +23.8% | +12.4% |
| 1Y | +16.1% | -13.3% | +29.3% | +17.4% |
| All | +16.1% | -13.0% | +29.1% | +17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling