+29.3%
V vs IBM
-13.0%
+42.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.1% | +3.7% |
| 7D | +9.0% | +0.4% | +8.5% | +8.9% |
| 30D | +18.1% | +14.8% | +3.3% | +16.4% |
| 3M | +18.3% | +8.9% | +9.4% | +17.2% |
| 6M | +34.1% | +12.4% | +21.7% | +28.9% |
| YTD | +25.2% | -12.4% | +37.6% | +26.8% |
| 1Y | +29.3% | -13.3% | +42.6% | +30.6% |
| All | +29.3% | -13.0% | +42.3% | +30.6% |
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