+116.3%
IBM vs BG
+88.4%
+27.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.3% | -2.6% |
| 7D | -0.3% | +3.7% | -4.0% | -0.8% |
| 30D | -1.8% | +12.3% | -14.2% | -3.4% |
| 3M | -13.5% | -2.2% | -11.2% | -13.3% |
| 6M | -5.1% | +5.3% | -10.4% | -5.9% |
| YTD | -19.4% | +42.4% | -61.8% | -23.6% |
| 1Y | -6.5% | +55.2% | -61.7% | -12.7% |
| 3Y | +73.8% | +21.0% | +52.9% | +66.8% |
| 5Y | +116.3% | +87.1% | +29.2% | +87.7% |
| All | +116.3% | +88.4% | +27.9% | +87.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling