+152.8%
JPM vs IBM
+112.8%
+40.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.1% |
| 7D | -0.4% | +0.3% | -0.7% | -0.5% |
| 30D | -1.1% | -1.5% | +0.4% | -0.8% |
| 3M | +14.1% | -16.8% | +30.9% | +17.2% |
| 6M | +23.3% | -9.0% | +32.3% | +21.3% |
| YTD | +11.3% | -20.1% | +31.3% | +14.2% |
| 1Y | +23.0% | -7.0% | +30.0% | +18.2% |
| 3Y | +162.6% | +72.4% | +90.2% | +81.6% |
| 5Y | +152.8% | +112.0% | +40.8% | +51.5% |
| All | +152.8% | +112.8% | +40.0% | +51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling