+147.3%
IBM vs BA
+24.8%
+122.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +1.6% | -1.1% | +2.7% | +1.8% |
| 30D | +9.2% | -7.1% | +16.3% | +10.9% |
| 3M | +4.9% | -25.5% | +30.5% | +11.9% |
| 6M | +16.8% | -28.7% | +45.5% | +25.2% |
| YTD | -14.3% | -21.0% | +6.7% | -10.7% |
| 1Y | -16.7% | -11.9% | -4.9% | -15.6% |
| 3Y | +82.2% | -16.2% | +98.4% | +81.6% |
| 5Y | +149.9% | -22.4% | +172.3% | +146.2% |
| All | +147.3% | +24.8% | +122.5% | +116.0% |
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