+1,008.9%
BE vs IBM
+135.6%
+873.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.2% | +10.8% | +10.1% |
| 7D | +29.8% | +0.3% | +29.5% | +29.6% |
| 30D | +26.4% | -1.5% | +27.9% | +26.9% |
| 3M | +9.3% | -16.8% | +26.1% | +12.6% |
| 6M | +105.1% | -9.0% | +114.1% | +96.2% |
| YTD | +219.0% | -20.1% | +239.1% | +221.1% |
| 1Y | +418.8% | -7.0% | +425.8% | +369.5% |
| 3Y | +1,784.6% | +72.4% | +1,712.2% | +890.3% |
| 5Y | +1,251.0% | +112.0% | +1,139.0% | +488.3% |
| All | +1,008.9% | +135.6% | +873.3% | +287.3% |
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