+220.8%
SOXX vs IBM
+72.8%
+148.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.5% | -0.3% | -2.3% |
| 7D | +3.0% | -0.3% | +3.3% | +3.1% |
| 30D | -3.1% | -1.8% | -1.3% | -2.9% |
| 3M | -4.4% | -13.5% | +9.1% | -3.6% |
| 6M | +52.9% | -5.1% | +58.0% | +48.4% |
| YTD | +72.0% | -19.4% | +91.4% | +77.0% |
| 1Y | +105.1% | -6.5% | +111.6% | +95.5% |
| All | +220.8% | +72.8% | +148.0% | +128.5% |
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 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