+346.3%
IBM vs BIL
+30.8%
+315.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | +0.1% |
| 7D | -1.5% | +0.1% | -1.6% | -1.4% |
| 30D | +8.4% | 0.0% | +8.4% | +8.4% |
| 3M | +4.2% | +0.6% | +3.6% | +5.1% |
| 6M | +7.9% | +1.5% | +6.4% | +10.4% |
| YTD | -15.2% | +2.8% | -18.0% | -11.8% |
| 1Y | -18.7% | +3.3% | -22.0% | -14.8% |
| 3Y | +79.2% | +13.4% | +65.8% | +115.9% |
| 5Y | +144.7% | +19.8% | +124.9% | +224.7% |
| 10Y | +141.6% | +25.7% | +115.9% | +252.7% |
| All | +346.3% | +30.8% | +315.5% | +610.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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