+675.5%
BE vs IBM
+149.8%
+525.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.5% | +11.5% | +11.7% |
| 7D | -1.2% | -2.5% | +1.3% | 0.0% |
| 30D | -30.9% | +8.4% | -39.2% | -33.0% |
| 3M | -11.6% | +4.5% | -16.1% | -13.5% |
| 6M | -25.7% | +7.9% | -33.6% | -34.2% |
| YTD | +123.1% | -15.2% | +138.4% | +118.9% |
| 1Y | +43.4% | -17.6% | +61.0% | +44.1% |
| 3Y | +1,683.6% | +82.1% | +1,601.6% | +818.3% |
| 5Y | +465.4% | +143.3% | +322.1% | +127.2% |
| All | +675.5% | +149.8% | +525.7% | +164.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling