+10,718.8%
JPM vs IBM
+2,624.0%
+8,094.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.0% |
| 7D | +0.4% | -2.5% | +3.0% | +1.8% |
| 30D | +2.7% | +8.4% | -5.6% | -1.5% |
| 3M | -3.8% | +4.5% | -8.3% | -6.6% |
| 6M | +14.3% | +7.9% | +6.4% | +2.5% |
| YTD | +8.2% | -15.2% | +23.4% | +8.3% |
| 1Y | +11.0% | -17.6% | +28.6% | +12.7% |
| 3Y | +152.7% | +82.1% | +70.6% | +59.4% |
| 5Y | +130.8% | +143.3% | -12.5% | +22.7% |
| 10Y | +506.0% | +149.9% | +356.1% | +209.6% |
| All | +10,718.8% | +2,624.0% | +8,094.8% | +2,307.9% |
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