+115.5%
IBM vs B
+153.8%
-38.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.3% |
| 7D | -0.3% | -1.6% | +1.3% | -0.2% |
| 30D | +0.3% | +9.4% | -9.2% | -0.6% |
| 3M | -21.6% | +5.0% | -26.6% | -22.0% |
| 6M | -4.7% | -3.5% | -1.2% | -4.6% |
| YTD | -19.1% | +4.5% | -23.5% | -20.1% |
| 1Y | -2.5% | +67.8% | -70.3% | -8.7% |
| 3Y | +74.2% | +196.7% | -122.5% | +52.4% |
| All | +115.5% | +153.8% | -38.3% | +85.2% |
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