+138.2%
IBM vs BB
-20.8%
+159.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.3% | -1.3% |
| 7D | -5.0% | +3.8% | -8.8% | -5.4% |
| 30D | +11.1% | -0.3% | +11.4% | +10.9% |
| 3M | +5.7% | -0.5% | +6.2% | +5.2% |
| 6M | +10.1% | +45.9% | -35.8% | +4.4% |
| YTD | -15.6% | +130.6% | -146.2% | -23.8% |
| 1Y | -19.5% | +89.2% | -108.7% | -26.1% |
| 3Y | +80.4% | +137.5% | -57.1% | +59.2% |
| All | +138.2% | -20.8% | +159.0% | +118.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling