+114.5%
IBM vs BKR
+174.4%
-59.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.7% | +4.2% | -1.6% |
| 7D | -0.3% | -6.7% | +6.4% | +0.6% |
| 30D | -1.8% | -8.3% | +6.5% | -0.8% |
| 3M | -13.5% | -5.4% | -8.1% | -12.9% |
| 6M | -5.1% | +0.8% | -5.9% | -5.8% |
| YTD | -19.4% | +31.8% | -51.2% | -23.9% |
| 1Y | -6.5% | +28.6% | -35.1% | -11.5% |
| 3Y | +73.8% | +71.2% | +2.6% | +55.5% |
| All | +114.5% | +174.4% | -59.9% | +66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling