+4.5%
IBM vs BIYA
-99.9%
+104.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -0.9% |
| 7D | -5.0% | -10.5% | +5.5% | -4.9% |
| 30D | +11.1% | -51.7% | +62.8% | +11.8% |
| 3M | +5.7% | -60.8% | +66.5% | +6.4% |
| 6M | +10.1% | -90.6% | +100.7% | +10.7% |
| YTD | -15.6% | -97.1% | +81.5% | -14.5% |
| 1Y | -19.5% | -99.1% | +79.5% | -17.5% |
| All | +4.5% | -99.9% | +104.3% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling