+306.9%
IBM vs BLK
+13,188.7%
-12,881.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.6% |
| 7D | +0.3% | -2.4% | +2.7% | +1.0% |
| 30D | -1.5% | -3.1% | +1.6% | -0.6% |
| 3M | -16.8% | +10.7% | -27.4% | -19.5% |
| 6M | -9.0% | +15.9% | -24.9% | -13.4% |
| YTD | -20.1% | +4.0% | -24.1% | -21.5% |
| 1Y | -7.0% | +1.3% | -8.3% | -8.0% |
| 3Y | +72.4% | +69.6% | +2.8% | +44.9% |
| 5Y | +112.0% | +33.8% | +78.2% | +87.6% |
| 10Y | +131.6% | +276.2% | -144.6% | +50.1% |
| All | +306.9% | +13,188.7% | -12,881.8% | +38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling