+134.5%
IBM vs BNS
+187.0%
-52.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.9% |
| 7D | -0.3% | -2.2% | +1.9% | +0.8% |
| 30D | -1.8% | +4.5% | -6.3% | -4.3% |
| 3M | -13.5% | +14.9% | -28.4% | -20.1% |
| 6M | -5.1% | +32.5% | -37.6% | -18.8% |
| YTD | -19.4% | +28.6% | -48.0% | -29.9% |
| 1Y | -6.5% | +48.4% | -54.9% | -24.7% |
| 3Y | +73.8% | +130.8% | -57.0% | +9.1% |
| 5Y | +116.3% | +94.8% | +21.5% | +46.2% |
| All | +134.5% | +187.0% | -52.5% | +27.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling