+138.2%
IBM vs BAX
-63.7%
+201.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | -5.0% | +12.1% | -17.1% | -6.9% |
| 30D | +11.1% | +7.6% | +3.5% | +9.5% |
| 3M | +5.7% | -4.5% | +10.2% | +6.3% |
| 6M | +10.1% | +52.0% | -41.9% | +1.9% |
| YTD | -15.6% | +35.1% | -50.7% | -20.8% |
| 1Y | -19.5% | +43.7% | -63.3% | -25.4% |
| 3Y | +80.4% | -20.9% | +101.3% | +83.3% |
| All | +138.2% | -63.7% | +201.9% | +185.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling