+139.9%
IBM vs BBWI
-44.4%
+184.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | -2.2% | -4.2% | +2.0% | -1.7% |
| 30D | +7.7% | +24.9% | -17.2% | +4.5% |
| 3M | +3.5% | +13.2% | -9.7% | +1.3% |
| 6M | +7.2% | +12.1% | -4.9% | +4.7% |
| YTD | -15.8% | +11.1% | -26.8% | -18.0% |
| 1Y | -19.3% | +0.7% | -20.0% | -21.0% |
| 3Y | +78.0% | -23.8% | +101.7% | +75.4% |
| 5Y | +143.0% | -66.9% | +210.0% | +161.6% |
| 10Y | +139.9% | -45.3% | +185.3% | +100.5% |
| All | +139.9% | -44.4% | +184.3% | +100.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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