+1,527.5%
META vs IBM
+109.7%
+1,417.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +6.7% | -0.3% | +7.0% | +6.8% |
| 30D | +4.8% | +0.3% | +4.5% | +4.6% |
| 3M | -1.6% | -21.6% | +20.0% | +4.5% |
| 6M | -7.5% | -4.7% | -2.8% | -10.2% |
| YTD | -6.4% | -19.1% | +12.7% | -3.8% |
| 1Y | -17.3% | -2.5% | -14.8% | -21.6% |
| 3Y | +109.9% | +74.2% | +35.8% | +55.1% |
| 5Y | +65.4% | +113.1% | -47.8% | +11.4% |
| 10Y | +391.8% | +133.5% | +258.3% | +201.7% |
| All | +1,527.5% | +109.7% | +1,417.7% | +896.6% |
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