+10,742.2%
JPM vs IBM
+2,626.8%
+8,115.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.3% | +0.6% |
| 7D | +1.6% | -0.3% | +1.9% | +1.8% |
| 30D | +3.4% | +6.8% | -3.3% | -0.1% |
| 3M | -5.7% | +4.4% | -10.1% | -8.3% |
| 6M | +13.5% | +13.2% | +0.3% | -0.7% |
| YTD | +8.4% | -15.1% | +23.6% | +8.5% |
| 1Y | +9.1% | -20.2% | +29.2% | +12.7% |
| 3Y | +149.5% | +79.3% | +70.2% | +58.7% |
| 5Y | +132.6% | +147.5% | -14.9% | +22.5% |
| 10Y | +480.0% | +140.2% | +339.9% | +202.7% |
| All | +10,742.2% | +2,626.8% | +8,115.4% | +2,311.6% |
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