+196.1%
IBM vs BAH
+886.2%
-690.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.5% | +0.4% |
| 7D | -0.3% | -3.2% | +2.9% | +0.5% |
| 30D | +0.3% | +2.0% | -1.7% | -0.3% |
| 3M | -21.6% | -7.6% | -14.0% | -20.2% |
| 6M | -4.7% | -5.7% | +1.0% | -3.7% |
| YTD | -19.1% | -11.7% | -7.4% | -17.2% |
| 1Y | -2.5% | -27.4% | +24.9% | +3.8% |
| 3Y | +74.2% | -32.5% | +106.7% | +82.2% |
| 5Y | +113.1% | -3.3% | +116.5% | +98.9% |
| 10Y | +133.5% | +186.0% | -52.5% | +68.4% |
| All | +196.1% | +886.2% | -690.2% | +62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling