+2,467.6%
IBM vs BKR
+572.8%
+1,894.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.8% | +3.5% |
| 7D | +3.6% | -1.5% | +5.1% | +3.8% |
| 30D | +1.5% | -0.7% | +2.2% | +1.6% |
| 3M | -12.9% | +0.5% | -13.4% | -13.2% |
| 6M | -3.9% | +6.6% | -10.5% | -5.6% |
| YTD | -17.3% | +41.3% | -58.6% | -23.0% |
| 1Y | -5.0% | +42.2% | -47.2% | -11.8% |
| 3Y | +78.2% | +83.4% | -5.2% | +56.4% |
| 5Y | +120.6% | +203.6% | -83.0% | +73.3% |
| 10Y | +144.5% | +139.9% | +4.5% | +87.6% |
| All | +2,467.6% | +572.8% | +1,894.9% | +1,390.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling