+2,771.1%
NOW vs IBM
+114.3%
+2,656.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.0% |
| 7D | -2.4% | -0.3% | -2.1% | -2.2% |
| 30D | +20.5% | +0.3% | +20.2% | +20.6% |
| 3M | +18.3% | -21.6% | +40.0% | +30.8% |
| 6M | +24.1% | -4.7% | +28.8% | +26.1% |
| YTD | -7.8% | -19.1% | +11.3% | -0.3% |
| 1Y | -21.4% | -2.5% | -18.9% | -22.5% |
| 3Y | +19.5% | +74.2% | -54.6% | -14.5% |
| 5Y | +4.1% | +113.1% | -109.1% | -33.5% |
| 10Y | +826.4% | +133.5% | +692.9% | +422.1% |
| All | +2,771.1% | +114.3% | +2,656.8% | +1,572.4% |
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