+112.3%
IBM vs BTDR
+23.8%
+88.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.9% | 0.0% |
| 7D | -0.3% | +20.0% | -20.3% | -0.9% |
| 30D | +0.3% | +11.9% | -11.7% | -0.2% |
| 3M | -21.6% | -36.9% | +15.3% | -20.7% |
| 6M | -4.7% | +56.5% | -61.2% | -6.7% |
| YTD | -19.1% | +10.4% | -29.5% | -20.1% |
| 1Y | -2.5% | +3.1% | -5.6% | -4.1% |
| 3Y | +74.2% | -2.6% | +76.8% | +67.8% |
| 5Y | +113.1% | +25.2% | +88.0% | +108.4% |
| All | +112.3% | +23.8% | +88.5% | +107.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling