+82.1%
IBM vs BLDR
-47.3%
+129.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.0% | -0.1% |
| 7D | -2.5% | -2.7% | +0.2% | -2.3% |
| 30D | +8.4% | +24.8% | -16.5% | +5.5% |
| 3M | +4.5% | -11.7% | +16.1% | +5.4% |
| 6M | +7.9% | -14.8% | +22.7% | +8.6% |
| YTD | -15.2% | -35.9% | +20.7% | -12.2% |
| 1Y | -17.6% | -39.7% | +22.1% | -14.2% |
| 3Y | +82.1% | -45.6% | +127.6% | +91.8% |
| All | +82.1% | -47.3% | +129.4% | +91.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling