-17.3%
META vs IBM
-1.8%
-15.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +6.7% | -0.3% | +7.0% | +6.7% |
| 30D | +4.8% | +0.3% | +4.5% | +4.7% |
| 3M | -1.6% | -21.6% | +20.0% | +0.1% |
| 6M | -7.5% | -4.7% | -2.8% | -9.6% |
| YTD | -6.4% | -19.1% | +12.7% | -5.3% |
| 1Y | -17.3% | -2.5% | -14.8% | -14.4% |
| All | -17.3% | -1.8% | -15.5% | -14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling