-8.1%
IBM vs BIYA
-98.3%
+90.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +0.3% | +2.7% | -2.4% | +0.3% |
| 30D | -1.5% | -18.7% | +17.2% | -1.3% |
| 3M | -16.8% | -72.0% | +55.3% | -16.6% |
| 6M | -9.0% | -86.4% | +77.4% | -9.4% |
| YTD | -20.1% | -94.2% | +74.1% | -18.6% |
| All | -8.1% | -98.3% | +90.2% | -6.5% |
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