+77.6%
V vs IBM
+81.7%
-4.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | +2.2% | -5.0% | +7.2% | +3.1% |
| 30D | +13.6% | +11.1% | +2.5% | +11.5% |
| 3M | +14.3% | +5.7% | +8.6% | +13.0% |
| 6M | +33.1% | +10.1% | +23.0% | +26.4% |
| YTD | +21.2% | -15.6% | +36.8% | +22.8% |
| 1Y | +26.4% | -19.5% | +46.0% | +29.7% |
| 3Y | +77.6% | +80.4% | -2.8% | +45.0% |
| All | +77.6% | +81.7% | -4.1% | +45.0% |
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