+67.7%
T vs IBM
+113.0%
-45.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -2.0% |
| 7D | -1.3% | -0.3% | -1.0% | -1.2% |
| 30D | +11.4% | +0.3% | +11.1% | +11.2% |
| 3M | +14.3% | -21.6% | +35.9% | +17.8% |
| 6M | -9.3% | -4.7% | -4.6% | -10.2% |
| YTD | +7.1% | -19.1% | +26.2% | +9.2% |
| 1Y | -9.1% | -2.5% | -6.6% | -12.3% |
| 3Y | +105.3% | +74.2% | +31.2% | +53.8% |
| All | +67.7% | +113.0% | -45.4% | +10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling