+481.0%
JPM vs IBM
+145.6%
+335.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | -0.2% |
| 7D | -2.5% | -1.7% | -0.8% | -1.7% |
| 30D | +2.7% | +10.1% | -7.4% | -1.5% |
| 3M | -4.7% | +4.8% | -9.5% | -7.0% |
| 6M | +15.6% | +12.6% | +2.9% | +1.9% |
| YTD | +8.6% | -13.9% | +22.5% | +8.5% |
| 1Y | +10.9% | -18.7% | +29.6% | +14.3% |
| 3Y | +149.9% | +81.9% | +68.0% | +50.7% |
| 5Y | +131.9% | +148.3% | -16.4% | +12.3% |
| 10Y | +481.0% | +143.6% | +337.4% | +177.2% |
| All | +481.0% | +145.6% | +335.4% | +177.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling