+120.6%
IBM vs BTDR
+24.7%
+96.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.7% | +6.1% | +3.5% |
| 7D | +3.6% | +14.8% | -11.2% | +3.1% |
| 30D | +1.5% | +41.8% | -40.3% | +0.4% |
| 3M | -12.9% | -29.2% | +16.3% | -12.3% |
| 6M | -3.9% | +66.2% | -70.1% | -6.1% |
| YTD | -17.3% | +10.0% | -27.3% | -18.4% |
| 1Y | -5.0% | -11.0% | +6.0% | -6.2% |
| 3Y | +78.2% | +6.9% | +71.3% | +71.7% |
| 5Y | +120.6% | +24.7% | +96.0% | +116.5% |
| All | +120.6% | +24.7% | +96.0% | +116.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling