+2,533.7%
IBM vs BBWI
+1,165.5%
+1,368.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.1% |
| 7D | -2.5% | -6.2% | +3.6% | -1.4% |
| 30D | +8.4% | +25.5% | -17.1% | +3.8% |
| 3M | +4.5% | +8.0% | -3.5% | +2.2% |
| 6M | +7.9% | +12.7% | -4.8% | +4.2% |
| YTD | -15.2% | +11.6% | -26.9% | -18.7% |
| 1Y | -17.6% | -0.9% | -16.7% | -20.1% |
| 3Y | +82.1% | -22.7% | +104.7% | +77.2% |
| 5Y | +143.3% | -67.2% | +210.5% | +167.6% |
| 10Y | +149.9% | -43.7% | +193.6% | +111.8% |
| All | +2,533.7% | +1,165.5% | +1,368.2% | +842.1% |
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