-2.5%
IBM vs BAX
+9.9%
-12.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.1% |
| 7D | -0.3% | -1.1% | +0.9% | -0.1% |
| 30D | +0.3% | -5.5% | +5.7% | +1.3% |
| 3M | -21.6% | +33.5% | -55.1% | -24.9% |
| 6M | -4.7% | +35.9% | -40.6% | -9.7% |
| YTD | -19.1% | +35.4% | -54.4% | -22.6% |
| 1Y | -2.5% | +9.8% | -12.3% | -6.7% |
| All | -2.5% | +9.9% | -12.4% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling