+21.4%
JPM vs IBM
-3.9%
+25.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.4% | -3.0% | +0.1% |
| 7D | -0.4% | +3.6% | -4.0% | -0.7% |
| 30D | -1.4% | +1.5% | -2.9% | -1.5% |
| 3M | +13.9% | -12.9% | +26.9% | +14.3% |
| 6M | +23.5% | -3.9% | +27.4% | +21.1% |
| YTD | +11.6% | -17.3% | +29.0% | +12.9% |
| 1Y | +21.4% | -5.0% | +26.4% | +23.5% |
| All | +21.4% | -3.9% | +25.3% | +23.5% |
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