+668.0%
BE vs IBM
+152.6%
+515.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.0% | -5.9% | -5.3% |
| 7D | +10.8% | +1.6% | +9.3% | +10.2% |
| 30D | -19.8% | +9.2% | -29.0% | -22.5% |
| 3M | -18.7% | +4.9% | -23.7% | -20.5% |
| 6M | -33.7% | +16.8% | -50.5% | -43.6% |
| YTD | +121.0% | -14.3% | +135.2% | +115.9% |
| 1Y | +85.4% | -16.7% | +102.1% | +85.0% |
| 3Y | +1,709.5% | +82.2% | +1,627.3% | +836.3% |
| 5Y | +462.2% | +149.9% | +312.2% | +122.0% |
| All | +668.0% | +152.6% | +515.4% | +160.5% |
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 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