+147.3%
IBM vs BLDR
+479.0%
-331.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.8% |
| 7D | +1.6% | -3.0% | +4.5% | +2.0% |
| 30D | +9.2% | +20.1% | -10.9% | +5.4% |
| 3M | +4.9% | -17.5% | +22.4% | +7.8% |
| 6M | +16.8% | -16.1% | +32.9% | +18.5% |
| YTD | -14.3% | -41.0% | +26.7% | -8.2% |
| 1Y | -16.7% | -41.6% | +24.9% | -10.8% |
| 3Y | +82.2% | -50.8% | +133.0% | +93.4% |
| 5Y | +149.9% | -10.8% | +160.7% | +125.1% |
| All | +147.3% | +479.0% | -331.7% | +45.0% |
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