-2.5%
IBM vs BIYA
-98.3%
+95.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.1% |
| 7D | -0.3% | +1.3% | -1.6% | -0.3% |
| 30D | +0.3% | -21.0% | +21.3% | +0.5% |
| 3M | -21.6% | -74.3% | +52.7% | -21.4% |
| 6M | -4.7% | -84.6% | +79.9% | -5.5% |
| YTD | -19.1% | -94.2% | +75.1% | -17.5% |
| 1Y | -2.5% | -98.2% | +95.7% | +2.5% |
| All | -2.5% | -98.3% | +95.8% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 1y: compounded portfolio wealth divided by compounded BIYA 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…
1y analysis · Full analysis span regression · 6 months rolling