+35.3%
UBER vs IBM
+82.6%
-47.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -3.3% |
| 3M | -10.0% | +4.8% | -14.8% | -11.1% |
| 6M | -7.2% | +12.6% | -19.8% | -12.5% |
| YTD | -13.5% | -13.9% | +0.4% | -12.1% |
| 1Y | -24.5% | -18.7% | -5.8% | -22.0% |
| All | +35.3% | +82.6% | -47.3% | +6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling