+77.4%
IBM vs BLK
+64.8%
+12.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.1% | +5.5% | +4.1% |
| 7D | +3.6% | -2.7% | +6.2% | +4.5% |
| 30D | +1.5% | -4.8% | +6.3% | +3.2% |
| 3M | -12.9% | +6.5% | -19.4% | -15.1% |
| 6M | -3.9% | +13.2% | -17.1% | -8.9% |
| YTD | -17.3% | +1.8% | -19.1% | -18.3% |
| 1Y | -5.0% | -1.0% | -4.0% | -5.2% |
| All | +77.4% | +64.8% | +12.6% | +43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling