+120.6%
IBM vs BR
+7.6%
+113.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.7% | +3.5% |
| 7D | +3.6% | -5.0% | +8.6% | +5.7% |
| 30D | +1.5% | -2.5% | +4.0% | +2.5% |
| 3M | -12.9% | +13.5% | -26.4% | -17.2% |
| 6M | -3.9% | -9.4% | +5.5% | -1.4% |
| YTD | -17.3% | -23.3% | +5.9% | -10.6% |
| 1Y | -5.0% | -31.6% | +26.6% | +6.6% |
| 3Y | +78.2% | -5.1% | +83.3% | +80.5% |
| 5Y | +120.6% | +8.2% | +112.4% | +105.8% |
| All | +120.6% | +7.6% | +113.0% | +105.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling