+559.6%
IBM vs BLDR
+387.6%
+172.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.6% |
| 7D | -1.7% | -10.3% | +8.6% | -0.6% |
| 30D | +10.1% | +19.6% | -9.5% | +7.6% |
| 3M | +4.8% | -17.0% | +21.8% | +6.6% |
| 6M | +12.6% | -16.7% | +29.4% | +13.9% |
| YTD | -13.9% | -39.4% | +25.5% | -10.1% |
| 1Y | -18.7% | -41.7% | +23.0% | -14.9% |
| 3Y | +81.9% | -49.9% | +131.8% | +89.9% |
| 5Y | +148.3% | -7.6% | +155.9% | +136.7% |
| 10Y | +143.6% | +502.3% | -358.7% | +82.2% |
| All | +559.6% | +387.6% | +172.0% | +297.4% |
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