+360.5%
BE vs IBM
-1.8%
+362.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.3% | +7.4% |
| 7D | +20.0% | -0.3% | +20.3% | +19.9% |
| 30D | +7.9% | +0.3% | +7.6% | +8.1% |
| 3M | -13.2% | -21.6% | +8.4% | -12.0% |
| 6M | +53.5% | -4.7% | +58.2% | +58.4% |
| YTD | +191.0% | -19.1% | +210.1% | +200.6% |
| 1Y | +360.5% | -2.5% | +363.0% | +421.2% |
| All | +360.5% | -1.8% | +362.3% | +421.2% |
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