-5.0%
IBM vs BBWI
-35.2%
+30.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -6.3% | +9.7% | +3.9% |
| 7D | +3.6% | -4.4% | +8.0% | +3.9% |
| 30D | +1.5% | -7.4% | +8.9% | +2.1% |
| 3M | -12.9% | -2.2% | -10.7% | -12.8% |
| 6M | -3.9% | -16.3% | +12.4% | -3.4% |
| YTD | -17.3% | -9.1% | -8.2% | -16.2% |
| 1Y | -5.0% | -34.5% | +29.5% | -4.6% |
| All | -5.0% | -35.2% | +30.2% | -4.6% |
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 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