-17.5%
IBM vs BLDR
-43.1%
+25.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.6% | +2.1% | -1.1% |
| 7D | -0.3% | -8.2% | +7.9% | +0.6% |
| 30D | +6.8% | +16.3% | -9.5% | +4.9% |
| 3M | +4.4% | -17.0% | +21.4% | +5.8% |
| 6M | +13.2% | -17.4% | +30.6% | +13.5% |
| YTD | -15.1% | -41.6% | +26.4% | -11.6% |
| All | -17.5% | -43.1% | +25.6% | -14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling