+144.5%
IBM vs BN
+257.9%
-113.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.9% | +5.3% | +4.1% |
| 7D | +3.6% | -3.0% | +6.6% | +4.7% |
| 30D | +1.5% | -13.0% | +14.5% | +7.1% |
| 3M | -12.9% | -15.2% | +2.3% | -7.4% |
| 6M | -3.9% | -5.9% | +2.0% | -2.1% |
| YTD | -17.3% | -15.8% | -1.6% | -12.1% |
| 1Y | -5.0% | -12.2% | +7.2% | -0.8% |
| 3Y | +78.2% | +72.2% | +6.0% | +39.4% |
| 5Y | +120.6% | +33.2% | +87.4% | +85.3% |
| 10Y | +144.5% | +264.7% | -120.2% | +29.0% |
| All | +144.5% | +257.9% | -113.5% | +29.0% |
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