+136.5%
IBM vs BBWI
-55.4%
+191.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.8% |
| 7D | +0.3% | +1.6% | -1.3% | +0.1% |
| 30D | -1.5% | -6.2% | +4.7% | -0.9% |
| 3M | -16.8% | +4.3% | -21.1% | -17.5% |
| 6M | -9.0% | -7.2% | -1.9% | -9.0% |
| YTD | -20.1% | -3.0% | -17.0% | -20.6% |
| 1Y | -7.0% | -30.8% | +23.7% | -4.3% |
| 3Y | +72.4% | -43.4% | +115.8% | +77.0% |
| 5Y | +112.0% | -66.7% | +178.7% | +127.8% |
| All | +136.5% | -55.4% | +191.9% | +103.6% |
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