-6.5%
IBM vs BNS
+48.3%
-54.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.6% |
| 7D | -0.3% | -2.2% | +1.9% | 0.0% |
| 30D | -1.8% | +4.5% | -6.3% | -2.7% |
| 3M | -13.5% | +14.9% | -28.4% | -17.4% |
| 6M | -5.1% | +32.5% | -37.6% | -15.2% |
| YTD | -19.4% | +28.6% | -48.0% | -25.8% |
| 1Y | -6.5% | +48.4% | -54.9% | -17.0% |
| All | -6.5% | +48.3% | -54.8% | -17.0% |
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 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