+641.7%
BE vs IBM
+148.2%
+493.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.7% | -4.1% |
| 7D | -13.4% | -2.2% | -11.2% | -12.4% |
| 30D | -33.9% | +7.7% | -41.6% | -35.8% |
| 3M | -12.0% | +3.5% | -15.4% | -13.5% |
| 6M | -29.0% | +7.2% | -36.2% | -36.9% |
| YTD | +113.4% | -15.8% | +129.2% | +110.0% |
| 1Y | +33.2% | -19.3% | +52.5% | +35.5% |
| 3Y | +1,659.2% | +78.0% | +1,581.2% | +821.0% |
| 5Y | +461.4% | +143.0% | +318.3% | +125.2% |
| All | +641.7% | +148.2% | +493.5% | +153.3% |
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