+149.6%
IBM vs BA
+33.2%
+116.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | -5.0% | +1.1% | -6.0% | -5.2% |
| 30D | +11.1% | -7.9% | +19.0% | +13.0% |
| 3M | +5.7% | -25.3% | +31.0% | +12.6% |
| 6M | +10.1% | -24.6% | +34.7% | +16.5% |
| YTD | -15.6% | -20.1% | +4.5% | -12.3% |
| 1Y | -19.5% | -11.8% | -7.8% | -18.5% |
| 3Y | +80.4% | -10.1% | +90.5% | +76.7% |
| 5Y | +140.0% | -22.7% | +162.7% | +136.8% |
| All | +149.6% | +33.2% | +116.4% | +113.0% |
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