+143.8%
IBM vs BLK
+283.5%
-139.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.6% | +2.3% | +3.3% |
| 7D | +3.6% | -3.3% | +6.9% | +5.0% |
| 30D | +3.1% | -6.5% | +9.6% | +6.0% |
| 3M | -10.8% | +6.7% | -17.6% | -13.7% |
| 6M | -0.8% | +14.7% | -15.5% | -7.3% |
| YTD | -16.2% | +2.5% | -18.7% | -17.9% |
| 1Y | -2.9% | -2.8% | -0.1% | -2.8% |
| 3Y | +79.8% | +65.9% | +14.0% | +39.6% |
| 5Y | +124.9% | +33.0% | +91.9% | +88.5% |
| All | +143.8% | +283.5% | -139.7% | +18.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling