+63.3%
UBER vs IBM
+147.0%
-83.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.5% |
| 7D | +1.2% | -1.7% | +2.9% | +1.6% |
| 30D | -1.1% | +10.1% | -11.2% | -3.7% |
| 3M | -10.0% | +4.8% | -14.8% | -11.4% |
| 6M | -7.2% | +12.6% | -19.8% | -13.5% |
| YTD | -13.5% | -13.9% | +0.4% | -12.1% |
| 1Y | -24.5% | -18.7% | -5.8% | -21.8% |
| 3Y | +37.0% | +81.9% | -44.9% | -0.7% |
| 5Y | +63.3% | +148.3% | -85.0% | +8.7% |
| All | +63.3% | +147.0% | -83.7% | +8.7% |
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