+139.9%
IBM vs BB
+28.9%
+111.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.6% |
| 7D | -2.2% | +11.6% | -13.8% | -3.4% |
| 30D | +7.7% | +2.6% | +5.1% | +7.1% |
| 3M | +3.5% | +3.5% | 0.0% | +2.6% |
| 6M | +7.2% | +43.5% | -36.3% | +1.7% |
| YTD | -15.8% | +141.2% | -156.9% | -24.5% |
| 1Y | -19.3% | +97.4% | -116.7% | -26.3% |
| 3Y | +78.0% | +151.1% | -73.1% | +54.3% |
| 5Y | +143.0% | -12.8% | +155.8% | +128.3% |
| 10Y | +139.9% | +27.5% | +112.5% | +81.5% |
| All | +139.9% | +28.9% | +111.0% | +81.5% |
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