-5.0%
IBM vs BB
+100.8%
-105.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.5% | +4.9% | +3.6% |
| 7D | +3.6% | +1.8% | +1.7% | +3.2% |
| 30D | +1.5% | -12.2% | +13.8% | +3.6% |
| 3M | -12.9% | -12.3% | -0.6% | -13.4% |
| 6M | -3.9% | +122.7% | -126.6% | -24.0% |
| YTD | -17.3% | +104.5% | -121.8% | -33.6% |
| 1Y | -5.0% | +106.7% | -111.7% | -23.7% |
| All | -5.0% | +100.8% | -105.8% | -23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling