+147.3%
IBM vs BBY
+288.1%
-140.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | +1.6% | +4.5% | -2.9% | +0.5% |
| 30D | +9.2% | +16.8% | -7.6% | +5.2% |
| 3M | +4.9% | +23.2% | -18.3% | -0.4% |
| 6M | +16.8% | +91.9% | -75.2% | -0.8% |
| YTD | -14.3% | +61.6% | -75.9% | -24.3% |
| 1Y | -16.7% | +43.9% | -60.6% | -24.6% |
| 3Y | +82.2% | +88.6% | -6.4% | +49.0% |
| 5Y | +149.9% | -3.1% | +153.0% | +135.4% |
| All | +147.3% | +288.1% | -140.9% | +76.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling