+11,186.3%
JPM vs IBM
+2,499.8%
+8,686.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | +0.3% | -0.3% | +0.6% | +0.4% |
| 30D | -0.2% | +0.3% | -0.4% | -0.5% |
| 3M | +15.9% | -21.6% | +37.5% | +26.0% |
| 6M | +20.9% | -4.7% | +25.6% | +15.4% |
| YTD | +12.9% | -19.1% | +32.0% | +16.3% |
| 1Y | +20.3% | -2.5% | +22.8% | +11.1% |
| 3Y | +160.9% | +74.2% | +86.8% | +68.8% |
| 5Y | +154.8% | +113.1% | +41.7% | +45.6% |
| 10Y | +591.1% | +133.5% | +457.6% | +267.1% |
| All | +11,186.3% | +2,499.8% | +8,686.4% | +2,484.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling