-13.3%
IBM vs BNS
+52.0%
-65.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.0% | -1.2% | +1.2% |
| 7D | +0.4% | +2.0% | -1.6% | +0.1% |
| 30D | +14.8% | +7.8% | +7.0% | +13.4% |
| 3M | +8.9% | +11.7% | -2.7% | +6.8% |
| 6M | +12.4% | +28.2% | -15.8% | +3.6% |
| YTD | -12.4% | +34.8% | -47.2% | -19.5% |
| 1Y | -13.3% | +51.1% | -64.3% | -19.6% |
| All | -13.3% | +52.0% | -65.2% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 1y: compounded portfolio wealth divided by compounded BNS 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…
1y analysis · Full analysis span regression · 6 months rolling