-19.5%
IBM vs BA
-12.5%
-7.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | -5.0% | +1.1% | -6.0% | -5.1% |
| 30D | +11.1% | -7.9% | +19.0% | +12.0% |
| 3M | +5.7% | -25.3% | +31.0% | +8.3% |
| 6M | +10.1% | -24.6% | +34.7% | +12.3% |
| YTD | -15.6% | -20.1% | +4.5% | -15.0% |
| 1Y | -19.5% | -11.8% | -7.8% | -18.8% |
| All | -19.5% | -12.5% | -7.1% | -18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling