+501.3%
IBM vs BB
+329.7%
+171.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.0% | -0.2% |
| 7D | -2.5% | +15.0% | -17.5% | -4.2% |
| 30D | +8.4% | +3.5% | +4.9% | +7.6% |
| 3M | +4.5% | +2.7% | +1.8% | +3.6% |
| 6M | +7.9% | +44.7% | -36.9% | +1.8% |
| YTD | -15.2% | +143.3% | -158.5% | -24.9% |
| 1Y | -17.6% | +102.2% | -119.8% | -25.6% |
| 3Y | +82.1% | +156.1% | -74.1% | +54.5% |
| 5Y | +143.3% | -17.6% | +160.9% | +127.8% |
| 10Y | +149.9% | +29.0% | +121.0% | +96.3% |
| All | +501.3% | +329.7% | +171.6% | +148.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling