+147.3%
IBM vs BNS
+187.6%
-40.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | +1.6% | +0.9% | +0.6% | +1.1% |
| 30D | +9.2% | +2.8% | +6.4% | +7.7% |
| 3M | +4.9% | +3.0% | +1.9% | +3.0% |
| 6M | +16.8% | +23.3% | -6.5% | +3.8% |
| YTD | -14.3% | +29.3% | -43.6% | -25.8% |
| 1Y | -16.7% | +41.7% | -58.4% | -31.3% |
| 3Y | +82.2% | +147.7% | -65.5% | +10.2% |
| 5Y | +149.9% | +79.4% | +70.6% | +77.5% |
| All | +147.3% | +187.6% | -40.4% | +30.4% |
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