+143.8%
IBM vs BTG
+159.3%
-15.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +3.9% |
| 7D | +3.6% | -3.8% | +7.3% | +3.8% |
| 30D | +3.1% | +3.6% | -0.5% | +2.8% |
| 3M | -10.8% | +32.0% | -42.9% | -12.5% |
| 6M | -0.8% | +3.4% | -4.2% | -1.5% |
| YTD | -16.2% | +20.8% | -37.0% | -17.8% |
| 1Y | -2.9% | +22.4% | -25.3% | -5.1% |
| 3Y | +79.8% | +91.7% | -11.9% | +69.1% |
| 5Y | +124.9% | +79.0% | +45.9% | +110.7% |
| All | +143.8% | +159.3% | -15.5% | +128.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling