+144.5%
IBM vs BTI
+68.1%
+76.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.5% | +4.9% | +3.8% |
| 7D | +3.6% | -2.4% | +6.0% | +4.3% |
| 30D | +1.5% | -4.8% | +6.3% | +3.0% |
| 3M | -12.9% | -8.1% | -4.8% | -10.7% |
| 6M | -3.9% | -4.2% | +0.3% | -3.3% |
| YTD | -17.3% | -1.3% | -16.1% | -17.9% |
| 1Y | -5.0% | +2.1% | -7.1% | -6.9% |
| 3Y | +78.2% | +108.9% | -30.7% | +33.9% |
| 5Y | +120.6% | +114.5% | +6.2% | +61.4% |
| 10Y | +144.5% | +72.2% | +72.2% | +78.1% |
| All | +144.5% | +68.1% | +76.3% | +78.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling