+2,562.9%
IBM vs BBY
+88,077.6%
-85,514.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | +1.6% | +4.5% | -2.9% | +0.9% |
| 30D | +9.2% | +16.8% | -7.6% | +6.7% |
| 3M | +4.9% | +23.2% | -18.3% | +1.6% |
| 6M | +16.8% | +91.9% | -75.2% | +5.7% |
| YTD | -14.3% | +61.6% | -75.9% | -20.6% |
| 1Y | -16.7% | +43.9% | -60.6% | -21.6% |
| 3Y | +82.2% | +88.6% | -6.4% | +62.3% |
| 5Y | +149.9% | -3.1% | +153.0% | +140.3% |
| 10Y | +142.6% | +290.2% | -147.6% | +88.8% |
| All | +2,562.9% | +88,077.6% | -85,514.7% | +1,071.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling