-24.5%
UBER vs IBM
-17.5%
-7.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.6% |
| 7D | +1.2% | -1.7% | +2.9% | +1.5% |
| 30D | -1.1% | +10.1% | -11.2% | -2.8% |
| 3M | -10.0% | +4.8% | -14.8% | -10.9% |
| 6M | -7.2% | +12.6% | -19.8% | -11.8% |
| YTD | -13.5% | -13.9% | +0.4% | -11.4% |
| 1Y | -24.5% | -18.7% | -5.8% | -22.3% |
| All | -24.5% | -17.5% | -7.0% | -22.3% |
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 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