-13.3%
IBM vs BLK
+17.9%
-31.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.4% | -3.7% | +0.1% |
| 7D | +0.4% | +5.7% | -5.3% | -1.2% |
| 30D | +14.8% | +14.8% | 0.0% | +10.1% |
| 3M | +8.9% | +8.8% | +0.1% | +6.1% |
| 6M | +12.4% | +17.6% | -5.2% | +6.7% |
| YTD | -12.4% | +16.3% | -28.7% | -15.0% |
| 1Y | -13.3% | +18.0% | -31.3% | -16.5% |
| All | -13.3% | +17.9% | -31.1% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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