+2,926.4%
V vs IBM
+280.7%
+2,645.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.0% |
| 7D | -1.7% | -0.3% | -1.4% | -1.6% |
| 30D | +2.0% | +0.3% | +1.7% | +1.6% |
| 3M | +17.4% | -21.6% | +39.0% | +27.7% |
| 6M | +17.5% | -4.7% | +22.2% | +12.6% |
| YTD | +7.6% | -19.1% | +26.7% | +11.3% |
| 1Y | +7.7% | -2.5% | +10.2% | -0.6% |
| 3Y | +54.7% | +74.2% | -19.5% | -2.4% |
| 5Y | +73.0% | +113.1% | -40.1% | -5.0% |
| 10Y | +390.9% | +133.5% | +257.3% | +138.9% |
| All | +2,926.4% | +280.7% | +2,645.7% | +835.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling