+141,733.1%
MSFT vs IBM
+2,611.7%
+139,121.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.6% |
| 7D | +1.7% | -5.0% | +6.6% | +4.1% |
| 30D | +0.2% | +11.1% | -10.9% | -4.7% |
| 3M | +6.4% | +5.7% | +0.6% | +3.3% |
| 6M | +28.7% | +10.1% | +18.6% | +17.6% |
| YTD | +10.4% | -15.6% | +26.0% | +12.6% |
| 1Y | +7.6% | -19.5% | +27.2% | +12.1% |
| 3Y | +52.3% | +80.4% | -28.1% | +2.1% |
| 5Y | +64.5% | +140.0% | -75.5% | -5.6% |
| 10Y | +917.8% | +155.0% | +762.8% | +441.2% |
| All | +141,733.1% | +2,611.7% | +139,121.4% | +28,039.7% |
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