+141.6%
IBM vs BN
+280.2%
-138.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.4% | +0.6% |
| 7D | -1.5% | +4.3% | -5.8% | -3.2% |
| 30D | +8.4% | +14.3% | -5.9% | +2.7% |
| 3M | +4.2% | -4.1% | +8.3% | +5.6% |
| 6M | +7.9% | -9.7% | +17.6% | +11.6% |
| YTD | -15.2% | -7.1% | -8.0% | -13.3% |
| 1Y | -18.7% | -7.4% | -11.3% | -16.9% |
| 3Y | +79.2% | +102.3% | -23.1% | +31.7% |
| 5Y | +144.7% | +35.9% | +108.8% | +105.3% |
| 10Y | +141.6% | +289.2% | -147.6% | +24.0% |
| All | +141.6% | +280.2% | -138.7% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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