-13.3%
IBM vs BBY
+33.0%
-46.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.0% | -6.3% | +0.1% |
| 7D | +0.4% | +4.5% | -4.1% | -0.5% |
| 30D | +14.8% | +16.0% | -1.2% | +11.2% |
| 3M | +8.9% | +18.6% | -9.7% | +4.9% |
| 6M | +12.4% | +80.1% | -67.6% | -5.9% |
| YTD | -12.4% | +57.4% | -69.8% | -23.3% |
| 1Y | -13.3% | +34.5% | -47.8% | -22.4% |
| All | -13.3% | +33.0% | -46.3% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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