+147.3%
IBM vs BP
+143.9%
+3.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.8% |
| 7D | +1.6% | +3.8% | -2.2% | +0.5% |
| 30D | +9.2% | -5.3% | +14.5% | +10.8% |
| 3M | +4.9% | +9.3% | -4.3% | +2.0% |
| 6M | +16.8% | +7.2% | +9.5% | +13.5% |
| YTD | -14.3% | +38.0% | -52.3% | -23.6% |
| 1Y | -16.7% | +33.2% | -49.9% | -25.0% |
| 3Y | +82.2% | +50.3% | +31.9% | +55.1% |
| 5Y | +149.9% | +114.1% | +35.9% | +81.1% |
| All | +147.3% | +143.9% | +3.4% | +77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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