-5.0%
IBM vs BTI
+2.0%
-7.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.5% | +4.9% | +3.5% |
| 7D | +3.6% | -2.4% | +6.0% | +3.7% |
| 30D | +1.5% | -4.8% | +6.3% | +1.9% |
| 3M | -12.9% | -8.1% | -4.8% | -12.3% |
| 6M | -3.9% | -4.2% | +0.3% | -3.1% |
| YTD | -17.3% | -1.3% | -16.1% | -17.5% |
| 1Y | -5.0% | +2.1% | -7.1% | -5.2% |
| All | -5.0% | +2.0% | -7.0% | -5.2% |
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