+147.5%
IBM vs BG
+21.6%
+125.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | -0.3% | +1.5% | -1.8% | -0.5% |
| 30D | +6.8% | -7.0% | +13.8% | +7.6% |
| 3M | +4.4% | -10.0% | +14.4% | +5.5% |
| 6M | +13.2% | -19.8% | +33.0% | +16.0% |
| YTD | -15.1% | +14.3% | -29.4% | -17.5% |
| 1Y | -20.2% | +6.5% | -26.7% | -21.6% |
| 3Y | +79.3% | +4.4% | +74.9% | +74.6% |
| 5Y | +147.5% | +20.2% | +127.3% | +132.2% |
| All | +147.5% | +21.6% | +125.8% | +132.2% |
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