+368.2%
IBM vs BG
+954.5%
-586.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.7% |
| 7D | +1.6% | +2.6% | -1.0% | +1.0% |
| 30D | +9.2% | -6.7% | +15.9% | +10.6% |
| 3M | +4.9% | -9.3% | +14.2% | +6.7% |
| 6M | +16.8% | -18.3% | +35.1% | +21.0% |
| YTD | -14.3% | +16.2% | -30.5% | -17.8% |
| 1Y | -16.7% | +7.6% | -24.3% | -18.9% |
| 3Y | +82.2% | +6.6% | +75.7% | +75.0% |
| 5Y | +149.9% | +22.2% | +127.7% | +128.7% |
| 10Y | +142.6% | +112.0% | +30.6% | +87.7% |
| All | +368.2% | +954.5% | -586.3% | +192.8% |
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