+111.5%
IBM vs BTDR
+15.3%
+96.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.5% | +4.0% | -2.3% |
| 7D | -0.3% | -3.2% | +2.9% | -0.2% |
| 30D | -1.8% | +32.7% | -34.5% | -2.7% |
| 3M | -13.5% | -28.4% | +14.9% | -12.9% |
| 6M | -5.1% | +51.7% | -56.8% | -7.0% |
| YTD | -19.4% | +2.9% | -22.2% | -20.3% |
| 1Y | -6.5% | -15.5% | +8.9% | -7.5% |
| 3Y | +73.8% | 0.0% | +73.8% | +67.8% |
| 5Y | +116.3% | +16.5% | +99.9% | +112.0% |
| All | +111.5% | +15.3% | +96.2% | +106.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BTDR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling