+138.2%
IBM vs B
+134.6%
+3.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | -5.0% | +9.6% | -14.6% | -5.8% |
| 30D | +11.1% | +3.5% | +7.6% | +10.7% |
| 3M | +5.7% | -1.6% | +7.3% | +5.7% |
| 6M | +10.1% | -1.7% | +11.8% | +10.0% |
| YTD | -15.6% | -5.3% | -10.3% | -16.0% |
| 1Y | -19.5% | +27.2% | -46.8% | -22.5% |
| 3Y | +80.4% | +166.1% | -85.7% | +59.3% |
| All | +138.2% | +134.6% | +3.6% | +106.5% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 5y: compounded portfolio wealth divided by compounded B 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…
5y analysis · Full analysis span regression · 6 months rolling