-13.3%
IBM vs BKR
+5.7%
-19.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.5% | +7.2% | +1.2% |
| 7D | +0.4% | -8.8% | +9.2% | -0.3% |
| 30D | +14.8% | -13.1% | +27.9% | +13.5% |
| 3M | +8.9% | -18.9% | +27.8% | +7.1% |
| 6M | +12.4% | -27.2% | +39.7% | +9.1% |
| YTD | -12.4% | +10.7% | -23.1% | -18.0% |
| 1Y | -13.3% | +9.7% | -22.9% | -20.0% |
| All | -13.3% | +5.7% | -19.0% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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