-25.5%
UBER vs IBM
-3.9%
-21.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.4% | -6.2% | -3.4% |
| 7D | -7.0% | +3.6% | -10.6% | -7.6% |
| 30D | -8.9% | +1.5% | -10.4% | -9.2% |
| 3M | +1.0% | -12.9% | +13.9% | +2.3% |
| 6M | -3.7% | -3.9% | +0.2% | -4.4% |
| YTD | -13.0% | -17.3% | +4.3% | -10.7% |
| 1Y | -25.5% | -5.0% | -20.5% | -23.1% |
| All | -25.5% | -3.9% | -21.6% | -23.1% |
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