-26.4%
NOW vs IBM
+139.3%
-165.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | 0.0% |
| 7D | -3.0% | -5.0% | +2.0% | -0.7% |
| 30D | -26.0% | +11.1% | -37.1% | -29.9% |
| 3M | -13.1% | +5.7% | -18.8% | -15.5% |
| 6M | +14.5% | +10.1% | +4.4% | +8.3% |
| YTD | -33.4% | -15.6% | -17.8% | -30.6% |
| 1Y | -40.6% | -19.5% | -21.1% | -37.1% |
| 3Y | -16.3% | +80.4% | -96.7% | -41.9% |
| All | -26.4% | +139.3% | -165.6% | -54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling