+2,544.4%
IBM vs BA
+1,517.9%
+1,026.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.5% | -0.3% | -2.2% |
| 7D | -4.3% | -0.1% | -4.2% | -4.3% |
| 30D | +11.7% | -9.1% | +20.8% | +14.2% |
| 3M | +5.5% | -28.2% | +33.7% | +14.5% |
| 6M | +9.5% | -23.1% | +32.6% | +16.1% |
| YTD | -14.9% | -20.6% | +5.7% | -10.9% |
| 1Y | -17.4% | -12.7% | -4.6% | -15.8% |
| 3Y | +83.3% | -11.6% | +94.8% | +79.9% |
| 5Y | +142.1% | -23.1% | +165.2% | +137.7% |
| 10Y | +157.2% | +34.4% | +122.8% | +94.2% |
| All | +2,544.4% | +1,517.9% | +1,026.5% | +846.0% |
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 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