+1,031.9%
NBIS vs IBM
+7.2%
+1,024.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.1% | +7.4% | +7.5% |
| 7D | +8.2% | -0.3% | +8.5% | +8.4% |
| 30D | +3.4% | +0.3% | +3.1% | +3.2% |
| 3M | -12.8% | -21.6% | +8.8% | -4.7% |
| 6M | +131.5% | -4.7% | +136.2% | +125.8% |
| YTD | +170.5% | -19.1% | +189.5% | +191.4% |
| 1Y | +248.8% | -2.5% | +251.3% | +217.3% |
| All | +1,031.9% | +7.2% | +1,024.8% | +846.1% |
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