+134.5%
IBM vs BKNG
+217.3%
-82.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.6% |
| 7D | -0.3% | -10.7% | +10.4% | +3.1% |
| 30D | -1.8% | -18.1% | +16.3% | +4.2% |
| 3M | -13.5% | +8.5% | -22.0% | -16.2% |
| 6M | -5.1% | -0.1% | -5.0% | -5.9% |
| YTD | -19.4% | -18.2% | -1.2% | -15.2% |
| 1Y | -6.5% | -19.9% | +13.3% | -1.4% |
| 3Y | +73.8% | +41.6% | +32.2% | +52.7% |
| 5Y | +116.3% | +93.1% | +23.2% | +65.9% |
| All | +134.5% | +217.3% | -82.8% | +39.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling