-18.7%
IBM vs BAX
+47.2%
-66.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.5% | +3.6% | -5.2% | -2.2% |
| 30D | +8.4% | +8.5% | -0.1% | +6.5% |
| 3M | +4.2% | -4.9% | +9.1% | +5.4% |
| 6M | +7.9% | +47.0% | -39.1% | -0.1% |
| YTD | -15.2% | +38.4% | -53.6% | -21.1% |
| 1Y | -18.7% | +49.1% | -67.9% | -25.1% |
| All | -18.7% | +47.2% | -66.0% | -25.1% |
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