+2,413.6%
IBM vs BA
+1,890.7%
+522.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | -0.3% | +1.2% | -1.5% | -0.6% |
| 30D | +0.3% | -11.6% | +11.9% | +3.5% |
| 3M | -21.6% | -2.4% | -19.2% | -21.4% |
| 6M | -4.7% | -6.6% | +1.9% | -3.9% |
| YTD | -19.1% | -2.2% | -16.8% | -19.5% |
| 1Y | -2.5% | -8.0% | +5.5% | -1.9% |
| 3Y | +74.2% | -5.0% | +79.1% | +68.5% |
| 5Y | +113.1% | -2.7% | +115.9% | +97.2% |
| 10Y | +133.5% | +75.9% | +57.7% | +64.7% |
| All | +2,413.6% | +1,890.7% | +522.9% | +754.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling