+641.7%
BE vs IBM
+149.9%
+491.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | -13.4% | -1.5% | -11.8% | -12.7% |
| 30D | -33.9% | +8.4% | -42.3% | -36.0% |
| 3M | -12.0% | +4.2% | -16.2% | -13.7% |
| 6M | -29.0% | +7.9% | -36.9% | -37.0% |
| YTD | +113.4% | -15.2% | +128.6% | +109.3% |
| 1Y | +33.2% | -18.7% | +51.9% | +35.1% |
| 3Y | +1,659.2% | +79.2% | +1,580.0% | +818.3% |
| 5Y | +461.4% | +144.7% | +316.6% | +124.5% |
| All | +641.7% | +149.9% | +491.7% | +152.6% |
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