+131.6%
IBM vs BAH
+182.5%
-51.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.2% | -0.9% |
| 7D | +0.3% | -4.3% | +4.6% | +1.5% |
| 30D | -1.5% | -4.5% | +3.0% | -0.3% |
| 3M | -16.8% | -7.6% | -9.2% | -15.2% |
| 6M | -9.0% | -10.6% | +1.6% | -6.8% |
| YTD | -20.1% | -12.6% | -7.5% | -17.9% |
| 1Y | -7.0% | -27.0% | +20.0% | -0.8% |
| 3Y | +72.4% | -31.5% | +103.9% | +77.9% |
| 5Y | +112.0% | -3.8% | +115.8% | +90.8% |
| 10Y | +131.6% | +183.9% | -52.4% | +63.5% |
| All | +131.6% | +182.5% | -51.0% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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