-13.3%
IBM vs BTI
+24.7%
-37.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.4% | -1.7% | +1.4% |
| 7D | +0.4% | +5.3% | -4.9% | -0.1% |
| 30D | +14.8% | +19.1% | -4.3% | +12.9% |
| 3M | +8.9% | +6.5% | +2.4% | +8.2% |
| 6M | +12.4% | +9.4% | +3.0% | +11.4% |
| YTD | -12.4% | +14.4% | -26.8% | -14.4% |
| 1Y | -13.3% | +23.9% | -37.2% | -18.1% |
| All | -13.3% | +24.7% | -37.9% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 1y: compounded portfolio wealth divided by compounded BTI 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…
1y analysis · Full analysis span regression · 6 months rolling