+116.3%
IBM vs BBY
-1.6%
+117.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.5% | -2.5% |
| 7D | -0.3% | +0.7% | -1.0% | -0.4% |
| 30D | -1.8% | +5.8% | -7.6% | -2.9% |
| 3M | -13.5% | +18.0% | -31.5% | -16.3% |
| 6M | -5.1% | +39.8% | -45.0% | -11.3% |
| YTD | -19.4% | +35.4% | -54.8% | -24.3% |
| 1Y | -6.5% | +21.4% | -27.9% | -10.8% |
| 3Y | +73.8% | +39.5% | +34.3% | +58.0% |
| 5Y | +116.3% | -0.5% | +116.8% | +98.5% |
| All | +116.3% | -1.6% | +117.9% | +98.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling