+149.9%
IBM vs BP
+132.1%
+17.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.4% |
| 7D | -2.5% | -6.9% | +4.3% | -0.6% |
| 30D | +8.4% | -3.6% | +11.9% | +9.3% |
| 3M | +4.5% | +8.4% | -4.0% | +1.8% |
| 6M | +7.9% | +5.3% | +2.5% | +5.3% |
| YTD | -15.2% | +33.2% | -48.4% | -23.7% |
| 1Y | -17.6% | +28.2% | -45.8% | -25.0% |
| 3Y | +82.1% | +49.2% | +32.8% | +55.1% |
| 5Y | +143.3% | +102.9% | +40.5% | +79.4% |
| 10Y | +149.9% | +127.7% | +22.2% | +80.4% |
| All | +149.9% | +132.1% | +17.8% | +80.4% |
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