+2,413.6%
IBM vs BP
+1,327.5%
+1,086.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | -0.1% |
| 7D | -0.3% | +3.9% | -4.2% | -1.4% |
| 30D | +0.3% | +7.6% | -7.3% | -1.9% |
| 3M | -21.6% | +0.7% | -22.3% | -22.3% |
| 6M | -4.7% | +15.5% | -20.2% | -9.6% |
| YTD | -19.1% | +30.8% | -49.9% | -26.3% |
| 1Y | -2.5% | +34.3% | -36.8% | -12.1% |
| 3Y | +74.2% | +35.1% | +39.1% | +54.1% |
| 5Y | +113.1% | +126.8% | -13.7% | +57.0% |
| 10Y | +133.5% | +123.4% | +10.2% | +64.7% |
| All | +2,413.6% | +1,327.5% | +1,086.1% | +1,012.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling