+149.9%
IBM vs BA
+31.3%
+118.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.6% |
| 7D | -2.5% | -1.7% | -0.8% | -2.1% |
| 30D | +8.4% | -9.5% | +17.8% | +10.6% |
| 3M | +4.5% | -26.5% | +30.9% | +11.7% |
| 6M | +7.9% | -27.4% | +35.3% | +15.1% |
| YTD | -15.2% | -20.6% | +5.4% | -11.8% |
| 1Y | -17.6% | -11.4% | -6.2% | -16.6% |
| 3Y | +82.1% | -10.8% | +92.9% | +78.6% |
| 5Y | +143.3% | -21.9% | +165.3% | +139.3% |
| 10Y | +149.9% | +28.1% | +121.8% | +109.1% |
| All | +149.9% | +31.3% | +118.6% | +109.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 10y: compounded portfolio wealth divided by compounded BA 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…
10y analysis · Full analysis span regression · 6 months rolling