+144.8%
IBM vs BAX
-36.0%
+180.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.8% | -0.8% |
| 7D | -0.3% | +0.4% | -0.7% | -0.4% |
| 30D | +6.8% | +3.4% | +3.3% | +5.4% |
| 3M | +4.4% | -4.5% | +8.9% | +5.3% |
| 6M | +13.2% | +44.0% | -30.8% | +1.3% |
| YTD | -15.1% | +34.9% | -50.0% | -23.5% |
| 1Y | -20.2% | +37.9% | -58.1% | -28.7% |
| 3Y | +79.3% | -17.1% | +96.4% | +79.4% |
| 5Y | +147.5% | -64.3% | +211.7% | +237.1% |
| All | +144.8% | -36.0% | +180.8% | +191.5% |
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