+2,467.6%
IBM vs BNY
+8,066.6%
-5,599.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.6% | +3.4% |
| 7D | +3.6% | +0.3% | +3.3% | +3.5% |
| 30D | +1.5% | +1.9% | -0.4% | +0.9% |
| 3M | -12.9% | +13.9% | -26.8% | -16.6% |
| 6M | -3.9% | +42.3% | -46.2% | -13.9% |
| YTD | -17.3% | +41.8% | -59.2% | -25.7% |
| 1Y | -5.0% | +57.9% | -62.9% | -17.3% |
| 3Y | +78.2% | +290.7% | -212.5% | +18.6% |
| 5Y | +120.6% | +252.3% | -131.6% | +48.9% |
| 10Y | +144.5% | +412.8% | -268.3% | +45.5% |
| All | +2,467.6% | +8,066.6% | -5,599.0% | +589.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling