+342.0%
IBM vs BG
+1,131.5%
-789.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | -0.3% | +2.8% | -3.1% | -0.9% |
| 30D | +0.3% | +12.0% | -11.8% | -2.2% |
| 3M | -21.6% | -7.7% | -13.9% | -20.6% |
| 6M | -4.7% | +4.5% | -9.2% | -6.0% |
| YTD | -19.1% | +35.7% | -54.8% | -24.7% |
| 1Y | -2.5% | +50.1% | -52.6% | -11.4% |
| 3Y | +74.2% | +12.6% | +61.5% | +65.8% |
| 5Y | +113.1% | +75.4% | +37.7% | +80.8% |
| 10Y | +133.5% | +150.5% | -16.9% | +74.7% |
| All | +342.0% | +1,131.5% | -789.5% | +168.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling