+263.3%
IBM vs BTG
+392.0%
-128.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.1% |
| 7D | -0.3% | -0.9% | +0.6% | -0.3% |
| 30D | +0.3% | +36.8% | -36.6% | -1.0% |
| 3M | -21.6% | +23.1% | -44.7% | -22.3% |
| 6M | -4.7% | +3.5% | -8.2% | -5.1% |
| YTD | -19.1% | +25.5% | -44.6% | -20.2% |
| 1Y | -2.5% | +40.1% | -42.6% | -4.4% |
| 3Y | +74.2% | +101.1% | -27.0% | +67.5% |
| 5Y | +113.1% | +70.6% | +42.5% | +105.2% |
| 10Y | +133.5% | +152.1% | -18.6% | +119.9% |
| All | +263.3% | +392.0% | -128.7% | +199.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling