-21.5%
NOW vs IBM
+81.1%
-102.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -8.7% | -1.5% | -7.2% | -8.1% |
| 30D | -29.3% | +8.4% | -37.7% | -32.0% |
| 3M | -21.8% | +4.2% | -26.0% | -23.5% |
| 6M | +9.2% | +7.9% | +1.3% | +5.1% |
| YTD | -35.0% | -15.2% | -19.8% | -33.1% |
| 1Y | -42.5% | -18.7% | -23.8% | -40.2% |
| 3Y | -21.5% | +79.2% | -100.7% | -43.0% |
| All | -21.5% | +81.1% | -102.7% | -43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling