+1,376.8%
BAC vs IBM
+2,499.8%
-1,123.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | +1.1% | -0.3% | +1.4% | +1.2% |
| 30D | -0.4% | +0.3% | -0.7% | -0.7% |
| 3M | +16.9% | -21.6% | +38.5% | +26.5% |
| 6M | +26.6% | -4.7% | +31.3% | +21.6% |
| YTD | +15.8% | -19.1% | +34.9% | +19.4% |
| 1Y | +27.2% | -2.5% | +29.7% | +18.6% |
| 3Y | +132.4% | +74.2% | +58.3% | +55.6% |
| 5Y | +72.6% | +113.1% | -40.6% | +3.2% |
| 10Y | +389.7% | +133.5% | +256.2% | +178.0% |
| All | +1,376.8% | +2,499.8% | -1,123.0% | +351.5% |
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