+2,521.8%
IBM vs BN
+15,687.7%
-13,165.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.6% |
| 7D | -5.0% | +5.3% | -10.3% | -6.5% |
| 30D | +11.1% | +11.9% | -0.8% | +7.5% |
| 3M | +5.7% | -5.7% | +11.4% | +7.3% |
| 6M | +10.1% | -10.6% | +20.7% | +13.2% |
| YTD | -15.6% | -9.4% | -6.2% | -13.6% |
| 1Y | -19.5% | -8.8% | -10.8% | -17.8% |
| 3Y | +80.4% | +95.6% | -15.2% | +47.2% |
| 5Y | +140.0% | +30.2% | +109.8% | +113.6% |
| 10Y | +155.0% | +277.0% | -122.1% | +68.8% |
| All | +2,521.8% | +15,687.7% | -13,165.9% | +838.5% |
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