+408.6%
IBM vs BR
+1,481.8%
-1,073.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | +1.6% | +1.1% | +0.5% | +1.1% |
| 30D | +9.2% | +14.4% | -5.2% | +3.2% |
| 3M | +4.9% | +12.4% | -7.5% | -0.2% |
| 6M | +16.8% | +35.4% | -18.7% | +3.6% |
| YTD | -14.3% | -12.2% | -2.1% | -10.4% |
| 1Y | -16.7% | -12.7% | -4.0% | -12.7% |
| 3Y | +82.2% | +14.3% | +68.0% | +70.8% |
| 5Y | +149.9% | +19.3% | +130.7% | +125.6% |
| 10Y | +142.6% | +278.1% | -135.6% | +38.9% |
| All | +408.6% | +1,481.8% | -1,073.2% | +61.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling