+112.0%
IBM vs BN
+35.3%
+76.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.4% |
| 7D | +0.3% | -1.2% | +1.5% | +0.7% |
| 30D | -1.5% | -10.9% | +9.4% | +2.0% |
| 3M | -16.8% | -11.1% | -5.7% | -13.9% |
| 6M | -9.0% | -4.4% | -4.7% | -8.1% |
| YTD | -20.1% | -14.1% | -5.9% | -16.6% |
| 1Y | -7.0% | -11.1% | +4.0% | -4.0% |
| 3Y | +72.4% | +75.6% | -3.2% | +48.6% |
| 5Y | +112.0% | +35.8% | +76.2% | +88.7% |
| All | +112.0% | +35.3% | +76.7% | +88.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling