+1,579.9%
T vs IBM
+2,611.7%
-1,031.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | +1.0% | -5.0% | +6.0% | +2.4% |
| 30D | -10.6% | +11.1% | -21.7% | -13.3% |
| 3M | -7.7% | +5.7% | -13.5% | -9.5% |
| 6M | -13.3% | +10.1% | -23.4% | -18.0% |
| YTD | -8.8% | -15.6% | +6.8% | -8.0% |
| 1Y | -8.4% | -19.5% | +11.1% | -6.4% |
| 3Y | +59.6% | +80.4% | -20.8% | +25.1% |
| 5Y | +52.1% | +140.0% | -87.9% | +8.9% |
| 10Y | +56.9% | +155.0% | -98.1% | +8.0% |
| All | +1,579.9% | +2,611.7% | -1,031.8% | +603.3% |
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