+519.9%
IBM vs BLDR
+414.6%
+105.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.2% |
| 7D | -0.3% | -2.8% | +2.6% | 0.0% |
| 30D | +0.3% | -13.3% | +13.6% | +1.8% |
| 3M | -21.6% | -12.3% | -9.3% | -20.9% |
| 6M | -4.7% | -31.5% | +26.8% | -1.4% |
| YTD | -19.1% | -36.1% | +17.0% | -15.8% |
| 1Y | -2.5% | -54.1% | +51.6% | +5.0% |
| 3Y | +74.2% | -55.8% | +129.9% | +84.5% |
| 5Y | +113.1% | +20.7% | +92.4% | +97.6% |
| 10Y | +133.5% | +390.2% | -256.7% | +78.2% |
| All | +519.9% | +414.6% | +105.3% | +272.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling