0.0%
MSFT vs IBM
-4.2%
+4.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.9% |
| 7D | -1.4% | +0.3% | -1.7% | -1.5% |
| 30D | -1.0% | -1.5% | +0.5% | -0.8% |
| 3M | +20.2% | -16.8% | +37.0% | +22.8% |
| 6M | +21.3% | -9.0% | +30.3% | +21.2% |
| YTD | +2.8% | -20.1% | +22.8% | +2.8% |
| 1Y | 0.0% | -7.0% | +7.0% | +2.4% |
| All | 0.0% | -4.2% | +4.2% | +2.4% |
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