+2,516.8%
IBM vs BN
+16,073.1%
-13,556.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.3% |
| 7D | -2.2% | +4.3% | -6.5% | -3.4% |
| 30D | +7.7% | +14.3% | -6.6% | +3.6% |
| 3M | +3.5% | -4.1% | +7.6% | +4.5% |
| 6M | +7.2% | -9.7% | +16.8% | +9.9% |
| YTD | -15.8% | -7.1% | -8.6% | -14.4% |
| 1Y | -19.3% | -7.4% | -11.9% | -17.9% |
| 3Y | +78.0% | +102.3% | -24.4% | +43.8% |
| 5Y | +143.0% | +35.9% | +107.1% | +113.7% |
| 10Y | +139.9% | +289.2% | -149.2% | +57.5% |
| All | +2,516.8% | +16,073.1% | -13,556.3% | +830.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling