+8.6%
MSFT vs IBM
-18.2%
+26.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.3% | +2.7% |
| 7D | +7.5% | -2.5% | +10.0% | +8.1% |
| 30D | +1.9% | +8.4% | -6.5% | +0.4% |
| 3M | +9.2% | +4.5% | +4.8% | +8.3% |
| 6M | +31.9% | +7.9% | +24.0% | +27.7% |
| YTD | +13.4% | -15.2% | +28.7% | +11.4% |
| All | +8.6% | -18.2% | +26.8% | +7.5% |
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 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