+77.4%
IBM vs BG
+19.0%
+58.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.7% | +3.4% |
| 7D | +3.6% | +0.5% | +3.0% | +3.5% |
| 30D | +1.5% | +10.3% | -8.8% | +0.5% |
| 3M | -12.9% | -1.9% | -11.0% | -12.8% |
| 6M | -3.9% | +5.2% | -9.2% | -4.5% |
| YTD | -17.3% | +41.2% | -58.5% | -20.8% |
| 1Y | -5.0% | +50.5% | -55.5% | -9.9% |
| All | +77.4% | +19.0% | +58.3% | +71.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling