+251.7%
BAC vs IBM
+152.9%
+98.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.1% |
| 7D | +2.0% | -2.5% | +4.5% | +3.2% |
| 30D | -6.9% | +8.4% | -15.3% | -10.4% |
| 3M | -19.6% | +4.5% | -24.0% | -21.6% |
| 6M | -0.5% | +7.9% | -8.3% | -11.2% |
| YTD | -6.6% | -15.2% | +8.6% | -6.1% |
| 1Y | -3.0% | -17.6% | +14.6% | -0.9% |
| 3Y | +97.3% | +82.1% | +15.3% | +11.3% |
| 5Y | +21.9% | +143.3% | -121.5% | -45.3% |
| 10Y | +251.7% | +149.9% | +101.7% | +52.0% |
| All | +251.7% | +152.9% | +98.7% | +52.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling