+1,616.9%
BE vs IBM
+81.7%
+1,535.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.9% | +4.3% | +3.4% |
| 7D | -14.7% | -5.0% | -9.8% | -14.7% |
| 30D | -40.5% | +11.1% | -51.6% | -40.4% |
| 3M | -24.3% | +5.7% | -30.0% | -24.2% |
| 6M | -39.3% | +10.1% | -49.4% | -40.1% |
| YTD | +99.4% | -15.6% | +115.0% | +104.8% |
| 1Y | +26.6% | -19.5% | +46.1% | +32.7% |
| 3Y | +1,616.9% | +80.4% | +1,536.6% | +848.1% |
| All | +1,616.9% | +81.7% | +1,535.2% | +848.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling