+1,497.9%
META vs IBM
+120.6%
+1,377.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.8% | -1.1% | -3.0% |
| 7D | -3.1% | -4.3% | +1.2% | -1.7% |
| 30D | -18.1% | +11.7% | -29.8% | -21.1% |
| 3M | +2.9% | +5.5% | -2.6% | +0.9% |
| 6M | +0.2% | +9.5% | -9.3% | -7.2% |
| YTD | -8.1% | -14.9% | +6.8% | -7.2% |
| 1Y | -4.5% | -17.4% | +12.8% | -2.6% |
| 3Y | +94.2% | +83.3% | +10.9% | +41.1% |
| 5Y | +79.1% | +142.1% | -63.0% | +15.4% |
| 10Y | +405.9% | +157.2% | +248.7% | +200.1% |
| All | +1,497.9% | +120.6% | +1,377.3% | +861.5% |
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