-13.3%
IBM vs BR
-14.2%
+1.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.0% | -1.3% | -0.1% |
| 7D | +0.4% | +7.0% | -6.5% | -3.7% |
| 30D | +14.8% | +19.0% | -4.2% | +2.6% |
| 3M | +8.9% | +13.1% | -4.2% | +0.1% |
| 6M | +12.4% | +24.6% | -12.2% | -3.4% |
| YTD | -12.4% | -13.6% | +1.2% | -16.8% |
| 1Y | -13.3% | -13.1% | -0.1% | -16.3% |
| All | -13.3% | -14.2% | +1.0% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling