+593.0%
BE vs IBM
+148.7%
+444.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.9% | +4.3% | +3.8% |
| 7D | -14.7% | -5.0% | -9.8% | -12.8% |
| 30D | -40.5% | +11.1% | -51.6% | -43.0% |
| 3M | -24.3% | +5.7% | -30.0% | -26.3% |
| 6M | -39.3% | +10.1% | -49.4% | -47.0% |
| YTD | +99.4% | -15.6% | +115.0% | +96.0% |
| 1Y | +26.6% | -19.5% | +46.1% | +29.1% |
| 3Y | +1,616.9% | +80.4% | +1,536.6% | +788.9% |
| 5Y | +441.4% | +140.0% | +301.4% | +119.8% |
| All | +593.0% | +148.7% | +444.3% | +136.4% |
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