+123.0%
IBM vs BNY
+256.6%
-133.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +3.9% | +3.9% |
| 7D | +3.6% | -1.3% | +4.9% | +4.1% |
| 30D | +3.1% | -0.2% | +3.3% | +3.1% |
| 3M | -10.8% | +14.9% | -25.8% | -16.2% |
| 6M | -0.8% | +40.0% | -40.8% | -14.0% |
| YTD | -16.2% | +42.0% | -58.2% | -27.6% |
| 1Y | -2.9% | +56.9% | -59.7% | -19.2% |
| 3Y | +79.8% | +289.9% | -210.0% | +8.4% |
| All | +123.0% | +256.6% | -133.5% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 5y: compounded portfolio wealth divided by compounded BNY 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…
5y analysis · Full analysis span regression · 6 months rolling