+510.6%
IBM vs BNS
+1,492.9%
-982.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.6% |
| 7D | -0.3% | +1.5% | -1.8% | -1.0% |
| 30D | +0.3% | +6.0% | -5.7% | -2.4% |
| 3M | -21.6% | +16.3% | -37.9% | -27.1% |
| 6M | -4.7% | +28.8% | -33.5% | -15.4% |
| YTD | -19.1% | +30.0% | -49.1% | -28.5% |
| 1Y | -2.5% | +50.7% | -53.2% | -19.4% |
| 3Y | +74.2% | +125.4% | -51.2% | +19.1% |
| 5Y | +113.1% | +94.2% | +18.9% | +53.8% |
| 10Y | +133.5% | +182.8% | -49.3% | +40.3% |
| All | +510.6% | +1,492.9% | -982.4% | +24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling