+82.2%
IBM vs BBY
+89.3%
-7.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | +1.6% | +4.5% | -2.9% | +0.8% |
| 30D | +9.2% | +16.8% | -7.6% | +6.2% |
| 3M | +4.9% | +23.2% | -18.3% | +1.0% |
| 6M | +16.8% | +91.9% | -75.2% | +2.8% |
| YTD | -14.3% | +61.6% | -75.9% | -22.2% |
| 1Y | -16.7% | +43.9% | -60.6% | -23.1% |
| 3Y | +82.2% | +88.6% | -6.4% | +58.7% |
| All | +82.2% | +89.3% | -7.1% | +58.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling