+143.8%
IBM vs BG
+166.7%
-22.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.7% | +5.7% | +4.3% |
| 7D | +3.6% | +3.1% | +0.5% | +2.9% |
| 30D | +3.1% | +10.2% | -7.1% | +0.8% |
| 3M | -10.8% | -1.7% | -9.2% | -10.9% |
| 6M | -0.8% | +1.0% | -1.8% | -1.5% |
| YTD | -16.2% | +39.9% | -56.1% | -22.9% |
| 1Y | -2.9% | +53.2% | -56.1% | -12.8% |
| 3Y | +79.8% | +16.3% | +63.6% | +69.8% |
| 5Y | +124.9% | +83.9% | +41.0% | +83.3% |
| All | +143.8% | +166.7% | -22.9% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling