+147.3%
IBM vs BB
+21.8%
+125.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.3% |
| 7D | +1.6% | +1.8% | -0.3% | +1.4% |
| 30D | +9.2% | +8.1% | +1.1% | +8.0% |
| 3M | +4.9% | -1.0% | +5.9% | +4.5% |
| 6M | +16.8% | +45.9% | -29.1% | +10.6% |
| YTD | -14.3% | +134.8% | -149.1% | -22.9% |
| 1Y | -16.7% | +104.6% | -121.3% | -24.2% |
| 3Y | +82.2% | +152.8% | -70.6% | +57.9% |
| 5Y | +149.9% | -17.4% | +167.4% | +136.1% |
| All | +147.3% | +21.8% | +125.5% | +87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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