+95.1%
META vs IBM
+81.7%
+13.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.0% |
| 7D | -0.8% | -5.0% | +4.2% | +0.3% |
| 30D | -15.4% | +11.1% | -26.5% | -17.2% |
| 3M | +3.5% | +5.7% | -2.2% | +2.3% |
| 6M | -0.3% | +10.1% | -10.4% | -6.9% |
| YTD | -7.3% | -15.6% | +8.3% | -6.1% |
| 1Y | -1.1% | -19.5% | +18.5% | +1.8% |
| 3Y | +95.1% | +80.4% | +14.7% | +47.4% |
| All | +95.1% | +81.7% | +13.3% | +47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling