+144.5%
IBM vs BAX
-37.8%
+182.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.9% | +5.3% | +3.9% |
| 7D | +3.6% | -5.1% | +8.7% | +5.1% |
| 30D | +1.5% | -12.2% | +13.7% | +5.2% |
| 3M | -12.9% | +21.8% | -34.7% | -17.8% |
| 6M | -3.9% | +36.3% | -40.2% | -12.6% |
| YTD | -17.3% | +27.8% | -45.2% | -24.1% |
| 1Y | -5.0% | -0.1% | -4.9% | -6.9% |
| 3Y | +78.2% | -33.3% | +111.5% | +91.8% |
| 5Y | +120.6% | -67.1% | +187.7% | +209.0% |
| 10Y | +144.5% | -36.9% | +181.4% | +178.9% |
| All | +144.5% | -37.8% | +182.3% | +178.9% |
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