-40.7%
NOW vs IBM
-18.2%
-22.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.5% |
| 7D | -3.1% | -2.5% | -0.5% | -1.6% |
| 30D | -27.0% | +8.4% | -35.4% | -30.7% |
| 3M | -17.7% | +4.5% | -22.2% | -20.1% |
| 6M | +12.7% | +7.9% | +4.8% | +5.0% |
| YTD | -32.9% | -15.2% | -17.7% | -32.3% |
| All | -40.7% | -18.2% | -22.5% | -39.3% |
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