+133,470.8%
MSFT vs IBM
+2,499.8%
+130,970.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.1% |
| 7D | -2.7% | -0.3% | -2.4% | -2.5% |
| 30D | +2.7% | +0.3% | +2.4% | +2.5% |
| 3M | +17.0% | -21.6% | +38.6% | +27.2% |
| 6M | +23.8% | -4.7% | +28.5% | +21.2% |
| YTD | +4.0% | -19.1% | +23.1% | +8.4% |
| 1Y | -0.8% | -2.5% | +1.7% | -6.2% |
| 3Y | +55.6% | +74.2% | -18.6% | +6.0% |
| 5Y | +72.9% | +113.1% | -40.2% | +4.8% |
| 10Y | +875.8% | +133.5% | +742.3% | +442.5% |
| All | +133,470.8% | +2,499.8% | +130,970.9% | +27,003.8% |
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