+28.0%
NBIS vs IBM
-13.0%
+41.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.7% | -8.4% | -6.8% |
| 7D | -22.4% | +0.4% | -22.8% | -22.4% |
| 30D | -39.1% | +14.8% | -53.9% | -40.0% |
| 3M | -37.3% | +8.9% | -46.2% | -38.0% |
| 6M | -19.8% | +12.4% | -32.2% | -19.7% |
| YTD | +69.1% | -12.4% | +81.5% | +81.5% |
| 1Y | +28.0% | -13.3% | +41.3% | +37.9% |
| All | +28.0% | -13.0% | +41.0% | +37.9% |
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