+81.9%
IBM vs BA
-11.9%
+93.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.5% | -0.3% | -2.5% |
| 7D | -4.3% | -0.1% | -4.2% | -4.3% |
| 30D | +11.7% | -9.1% | +20.8% | +12.9% |
| 3M | +5.5% | -28.2% | +33.7% | +9.5% |
| 6M | +9.5% | -23.1% | +32.6% | +12.5% |
| YTD | -14.9% | -20.6% | +5.7% | -13.1% |
| 1Y | -17.4% | -12.7% | -4.6% | -16.6% |
| All | +81.9% | -11.9% | +93.9% | +70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling