-6.5%
IBM vs BR
-31.2%
+24.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | -0.3% | -6.0% | +5.7% | +3.4% |
| 30D | -1.8% | -0.9% | -1.0% | -1.6% |
| 3M | -13.5% | +16.4% | -29.8% | -21.2% |
| 6M | -5.1% | -8.2% | +3.1% | -6.6% |
| YTD | -19.4% | -23.2% | +3.8% | -17.2% |
| 1Y | -6.5% | -30.9% | +24.4% | -3.3% |
| All | -6.5% | -31.2% | +24.7% | -3.3% |
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