+134.5%
IBM vs BR
+190.5%
-56.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | -0.3% | -6.0% | +5.7% | +2.5% |
| 30D | -1.8% | -0.9% | -1.0% | -1.6% |
| 3M | -13.5% | +16.4% | -29.8% | -19.1% |
| 6M | -5.1% | -8.2% | +3.1% | -1.7% |
| YTD | -19.4% | -23.2% | +3.8% | -10.1% |
| 1Y | -6.5% | -30.9% | +24.4% | +9.0% |
| 3Y | +73.8% | -5.0% | +78.8% | +74.9% |
| 5Y | +116.3% | +8.8% | +107.6% | +99.8% |
| All | +134.5% | +190.5% | -56.0% | +46.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling