+374.4%
IBM vs BR
+1,286.0%
-911.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.2% |
| 7D | +0.3% | -5.9% | +6.2% | +2.8% |
| 30D | -1.5% | +1.9% | -3.4% | -2.4% |
| 3M | -16.8% | +14.7% | -31.4% | -21.0% |
| 6M | -9.0% | -12.8% | +3.7% | -4.0% |
| YTD | -20.1% | -23.0% | +3.0% | -11.6% |
| 1Y | -7.0% | -31.7% | +24.7% | +7.4% |
| 3Y | +72.4% | -4.8% | +77.2% | +73.9% |
| 5Y | +112.0% | +7.8% | +104.1% | +99.3% |
| 10Y | +131.6% | +184.1% | -52.5% | +47.8% |
| All | +374.4% | +1,286.0% | -911.6% | +59.4% |
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