+2,413.6%
IBM vs BBY
+75,590.7%
-73,177.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -0.4% |
| 7D | -0.3% | +9.5% | -9.8% | -1.6% |
| 30D | +0.3% | +6.8% | -6.6% | -0.8% |
| 3M | -21.6% | +28.9% | -50.5% | -24.7% |
| 6M | -4.7% | +37.8% | -42.5% | -9.5% |
| YTD | -19.1% | +38.7% | -57.8% | -23.3% |
| 1Y | -2.5% | +23.7% | -26.2% | -6.2% |
| 3Y | +74.2% | +39.1% | +35.0% | +62.0% |
| 5Y | +113.1% | -0.4% | +113.6% | +104.3% |
| 10Y | +133.5% | +234.0% | -100.5% | +86.1% |
| All | +2,413.6% | +75,590.7% | -73,177.1% | +1,031.7% |
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 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