+141.6%
IBM vs BAX
-34.5%
+176.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.5% | +3.6% | -5.2% | -2.5% |
| 30D | +8.4% | +8.5% | -0.1% | +5.6% |
| 3M | +4.2% | -4.9% | +9.1% | +5.2% |
| 6M | +7.9% | +47.0% | -39.1% | -3.9% |
| YTD | -15.2% | +38.4% | -53.6% | -24.1% |
| 1Y | -18.7% | +49.1% | -67.9% | -29.0% |
| 3Y | +79.2% | -14.9% | +94.1% | +78.0% |
| 5Y | +144.7% | -63.1% | +207.8% | +230.0% |
| 10Y | +141.6% | -35.6% | +177.2% | +184.9% |
| All | +141.6% | -34.5% | +176.1% | +184.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling