-3.4%
BAC vs IBM
-18.2%
+14.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.2% |
| 7D | +2.0% | -2.5% | +4.5% | +2.2% |
| 30D | -6.9% | +8.4% | -15.3% | -7.5% |
| 3M | -19.6% | +4.5% | -24.0% | -19.9% |
| 6M | -0.5% | +7.9% | -8.3% | -4.5% |
| YTD | -6.6% | -15.2% | +8.6% | -6.2% |
| All | -3.4% | -18.2% | +14.8% | -1.3% |
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