+144.8%
IBM vs BBWI
-48.2%
+193.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -1.1% |
| 7D | -0.3% | -4.5% | +4.2% | +0.3% |
| 30D | +6.8% | +17.1% | -10.4% | +4.5% |
| 3M | +4.4% | +17.5% | -13.1% | +1.7% |
| 6M | +13.2% | +12.8% | +0.4% | +10.5% |
| YTD | -15.1% | +8.2% | -23.3% | -17.1% |
| 1Y | -20.2% | -1.8% | -18.4% | -21.6% |
| 3Y | +79.3% | -25.8% | +105.1% | +77.3% |
| 5Y | +147.5% | -68.0% | +215.5% | +167.5% |
| All | +144.8% | -48.2% | +193.0% | +106.4% |
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