+144.5%
IBM vs BB
+2.1%
+142.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.5% | +4.9% | +3.5% |
| 7D | +3.6% | +1.8% | +1.7% | +3.3% |
| 30D | +1.5% | -12.2% | +13.8% | +2.9% |
| 3M | -12.9% | -12.3% | -0.6% | -12.5% |
| 6M | -3.9% | +122.7% | -126.6% | -12.8% |
| YTD | -17.3% | +104.5% | -121.8% | -24.3% |
| 1Y | -5.0% | +106.7% | -111.7% | -13.3% |
| 3Y | +78.2% | +70.0% | +8.3% | +61.0% |
| 5Y | +120.6% | -27.8% | +148.4% | +111.7% |
| 10Y | +144.5% | +2.4% | +142.1% | +87.9% |
| All | +144.5% | +2.1% | +142.4% | +87.9% |
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