+131.6%
IBM vs BP
+126.3%
+5.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -1.9% |
| 7D | +0.3% | +0.9% | -0.6% | 0.0% |
| 30D | -1.5% | +9.1% | -10.6% | -4.1% |
| 3M | -16.8% | +3.9% | -20.7% | -18.2% |
| 6M | -9.0% | +13.6% | -22.7% | -13.4% |
| YTD | -20.1% | +34.0% | -54.1% | -28.0% |
| 1Y | -7.0% | +39.2% | -46.2% | -17.5% |
| 3Y | +72.4% | +36.4% | +36.0% | +51.2% |
| 5Y | +112.0% | +135.8% | -23.8% | +47.9% |
| 10Y | +131.6% | +125.0% | +6.5% | +61.7% |
| All | +131.6% | +126.3% | +5.3% | +61.7% |
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