+2,502.1%
SOXX vs IBM
+351.3%
+2,150.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.5% | -0.3% | -1.1% |
| 7D | +3.0% | -0.3% | +3.3% | +3.2% |
| 30D | -3.1% | -1.8% | -1.3% | -2.2% |
| 3M | -4.4% | -13.5% | +9.1% | -2.2% |
| 6M | +52.9% | -5.1% | +58.0% | +41.2% |
| YTD | +72.0% | -19.4% | +91.4% | +74.4% |
| 1Y | +105.1% | -6.5% | +111.6% | +84.4% |
| 3Y | +220.6% | +73.8% | +146.8% | +71.6% |
| 5Y | +244.8% | +116.3% | +128.5% | +52.5% |
| 10Y | +1,537.1% | +138.4% | +1,398.7% | +519.3% |
| All | +2,502.1% | +351.3% | +2,150.8% | +388.9% |
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