-7.4%
T vs IBM
-18.1%
+10.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +2.6% | -1.5% | +4.1% | +2.6% |
| 30D | -1.1% | +8.4% | -9.5% | -1.5% |
| 3M | -7.7% | +4.2% | -11.9% | -8.0% |
| 6M | -10.6% | +7.9% | -18.6% | -10.1% |
| YTD | -7.5% | -15.2% | +7.7% | -8.2% |
| 1Y | -7.4% | -18.7% | +11.3% | -7.6% |
| All | -7.4% | -18.1% | +10.7% | -7.6% |
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