+107.5%
SOXX vs IBM
-3.1%
+110.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.0% | -2.1% | +1.9% |
| 7D | +1.4% | +3.6% | -2.2% | +1.5% |
| 30D | -3.6% | +3.1% | -6.7% | -3.5% |
| 3M | -10.2% | -10.8% | +0.7% | -9.8% |
| 6M | +54.2% | -0.8% | +55.1% | +53.7% |
| YTD | +75.2% | -16.2% | +91.4% | +81.5% |
| 1Y | +107.5% | -2.9% | +110.4% | +115.5% |
| All | +107.5% | -3.1% | +110.6% | +115.5% |
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