+152.7%
JPM vs IBM
+82.1%
+70.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.2% |
| 7D | +0.4% | -2.5% | +3.0% | +0.9% |
| 30D | +2.7% | +8.4% | -5.6% | +1.5% |
| 3M | -3.8% | +4.5% | -8.3% | -4.6% |
| 6M | +14.3% | +7.9% | +6.4% | +8.6% |
| YTD | +8.2% | -15.2% | +23.4% | +9.3% |
| 1Y | +11.0% | -17.6% | +28.6% | +13.0% |
| 3Y | +152.7% | +82.1% | +70.6% | +94.7% |
| All | +152.7% | +82.1% | +70.5% | +94.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling