+2,521.8%
IBM vs BEN
+4,818.7%
-2,296.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.7% | -5.6% | -2.3% |
| 7D | -5.0% | +6.6% | -11.6% | -6.9% |
| 30D | +11.1% | +3.8% | +7.3% | +9.7% |
| 3M | +5.7% | +0.2% | +5.5% | +5.4% |
| 6M | +10.1% | +10.4% | -0.3% | +6.2% |
| YTD | -15.6% | +46.2% | -61.8% | -25.4% |
| 1Y | -19.5% | +52.3% | -71.8% | -29.8% |
| 3Y | +80.4% | +65.9% | +14.5% | +49.6% |
| 5Y | +140.0% | +20.6% | +119.4% | +114.3% |
| 10Y | +155.0% | +64.8% | +90.2% | +96.7% |
| All | +2,521.8% | +4,818.7% | -2,296.9% | +744.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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