+73.0%
IBM vs BKNG
+41.2%
+31.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.6% |
| 7D | -0.3% | -10.7% | +10.4% | +3.3% |
| 30D | -1.8% | -18.1% | +16.3% | +4.6% |
| 3M | -13.5% | +8.5% | -22.0% | -16.6% |
| 6M | -5.1% | -0.1% | -5.0% | -6.1% |
| YTD | -19.4% | -18.2% | -1.2% | -15.7% |
| 1Y | -6.5% | -19.9% | +13.3% | -1.9% |
| All | +73.0% | +41.2% | +31.8% | +64.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling