+80.4%
IBM vs BN
+90.6%
-10.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.5% |
| 7D | -5.0% | +5.3% | -10.3% | -6.9% |
| 30D | +11.1% | +11.9% | -0.8% | +6.4% |
| 3M | +5.7% | -5.7% | +11.4% | +7.8% |
| 6M | +10.1% | -10.6% | +20.7% | +14.3% |
| YTD | -15.6% | -9.4% | -6.2% | -12.9% |
| 1Y | -19.5% | -8.8% | -10.8% | -17.2% |
| 3Y | +80.4% | +95.6% | -15.2% | +49.9% |
| All | +80.4% | +90.6% | -10.2% | +49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling