+2,413.6%
IBM vs BBWI
+1,034.6%
+1,379.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.8% | -0.4% |
| 7D | -0.3% | +1.5% | -1.8% | -0.6% |
| 30D | +0.3% | -5.2% | +5.5% | +0.9% |
| 3M | -21.6% | +11.1% | -32.7% | -23.5% |
| 6M | -4.7% | -13.4% | +8.7% | -3.6% |
| YTD | -19.1% | +0.1% | -19.2% | -20.4% |
| 1Y | -2.5% | -36.1% | +33.6% | +2.7% |
| 3Y | +74.2% | -44.1% | +118.3% | +80.6% |
| 5Y | +113.1% | -66.2% | +179.4% | +133.3% |
| 10Y | +133.5% | -54.8% | +188.3% | +107.7% |
| All | +2,413.6% | +1,034.6% | +1,379.0% | +821.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling