+2,574.6%
IBM vs BAX
+920.2%
+1,654.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | -1.7% | -0.6% | -1.1% | -1.6% |
| 30D | +10.1% | +6.3% | +3.8% | +8.2% |
| 3M | +4.8% | -4.6% | +9.4% | +5.6% |
| 6M | +12.6% | +50.4% | -37.8% | +1.2% |
| YTD | -13.9% | +38.0% | -51.9% | -21.7% |
| 1Y | -18.7% | +44.6% | -63.3% | -27.0% |
| 3Y | +81.9% | -15.1% | +97.0% | +80.9% |
| 5Y | +148.3% | -63.3% | +211.6% | +199.2% |
| 10Y | +143.6% | -34.4% | +178.0% | +154.8% |
| All | +2,574.6% | +920.2% | +1,654.4% | +1,320.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling