-2.5%
IBM vs BKNG
-12.5%
+10.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | -0.3% | -6.0% | +5.7% | +2.0% |
| 30D | +0.3% | -6.6% | +6.9% | +2.8% |
| 3M | -21.6% | +15.7% | -37.3% | -26.6% |
| 6M | -4.7% | +14.1% | -18.8% | -10.9% |
| YTD | -19.1% | -9.3% | -9.8% | -18.9% |
| 1Y | -2.5% | -12.8% | +10.3% | -1.5% |
| All | -2.5% | -12.5% | +10.0% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BKNG.
Daily Out/Under-Performance
Portfolio return minus BKNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKNG 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 BKNG 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