+144.5%
IBM vs BLDR
+357.1%
-212.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.9% | +5.3% | +3.7% |
| 7D | +3.6% | -2.7% | +6.3% | +4.0% |
| 30D | +1.5% | -14.7% | +16.2% | +4.2% |
| 3M | -12.9% | -20.8% | +7.9% | -10.2% |
| 6M | -3.9% | -35.3% | +31.4% | +2.2% |
| YTD | -17.3% | -40.3% | +23.0% | -11.2% |
| 1Y | -5.0% | -56.3% | +51.3% | +7.4% |
| 3Y | +78.2% | -56.1% | +134.3% | +93.8% |
| 5Y | +120.6% | +12.9% | +107.7% | +89.2% |
| 10Y | +144.5% | +386.5% | -242.0% | +41.5% |
| All | +144.5% | +357.1% | -212.6% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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