+116.3%
IBM vs BLK
+29.1%
+87.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.2% |
| 7D | -0.3% | -5.2% | +4.9% | +1.4% |
| 30D | -1.8% | -7.0% | +5.2% | +0.5% |
| 3M | -13.5% | +5.7% | -19.1% | -15.3% |
| 6M | -5.1% | +11.0% | -16.1% | -8.9% |
| YTD | -19.4% | +0.9% | -20.3% | -20.1% |
| 1Y | -6.5% | -1.6% | -4.9% | -6.7% |
| 3Y | +73.8% | +64.5% | +9.4% | +45.6% |
| 5Y | +116.3% | +30.9% | +85.5% | +89.3% |
| All | +116.3% | +29.1% | +87.2% | +89.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling