+120.6%
IBM vs BTG
+75.0%
+45.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.7% | +1.7% | +3.3% |
| 7D | +3.6% | +2.4% | +1.2% | +3.4% |
| 30D | +1.5% | +9.5% | -8.0% | +0.9% |
| 3M | -12.9% | +38.5% | -51.4% | -15.1% |
| 6M | -3.9% | +5.6% | -9.6% | -4.8% |
| YTD | -17.3% | +23.9% | -41.3% | -19.5% |
| 1Y | -5.0% | +32.1% | -37.1% | -8.4% |
| 3Y | +78.2% | +103.2% | -25.0% | +62.7% |
| 5Y | +120.6% | +79.7% | +40.9% | +103.8% |
| All | +120.6% | +75.0% | +45.6% | +103.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling