+55.3%
BE vs IBM
-13.0%
+68.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.7% | -8.1% | -6.0% |
| 7D | -12.1% | +0.4% | -12.6% | -12.0% |
| 30D | -30.1% | +14.8% | -44.9% | -28.1% |
| 3M | -12.1% | +8.9% | -21.1% | -10.5% |
| 6M | -30.6% | +12.4% | -43.0% | -26.4% |
| YTD | +130.6% | -12.4% | +143.0% | +135.0% |
| 1Y | +55.3% | -13.3% | +68.6% | +60.7% |
| All | +55.3% | -13.0% | +68.3% | +60.7% |
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