-18.8%
IBM vs BBWI
-1.7%
-17.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.3% |
| 7D | -2.5% | -6.2% | +3.6% | -1.9% |
| 30D | +8.4% | +25.5% | -17.1% | +5.9% |
| 3M | +4.5% | +8.0% | -3.5% | +3.4% |
| 6M | +7.9% | +12.7% | -4.8% | +5.7% |
| YTD | -15.2% | +11.6% | -26.9% | -15.8% |
| All | -18.8% | -1.7% | -17.1% | -19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling