+143.8%
IBM vs BBY
+252.7%
-108.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.1% | +0.9% | +3.3% |
| 7D | +3.6% | +0.6% | +3.0% | +3.4% |
| 30D | +3.1% | +9.4% | -6.3% | +0.8% |
| 3M | -10.8% | +19.3% | -30.2% | -14.9% |
| 6M | -0.8% | +47.9% | -48.7% | -10.3% |
| YTD | -16.2% | +39.6% | -55.8% | -23.3% |
| 1Y | -2.9% | +22.2% | -25.1% | -8.7% |
| 3Y | +79.8% | +45.0% | +34.9% | +57.0% |
| 5Y | +124.9% | +2.6% | +122.3% | +106.9% |
| All | +143.8% | +252.7% | -108.9% | +78.2% |
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