+72.4%
IBM vs BTI
+113.6%
-41.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | +0.3% | -1.4% | +1.7% | +0.5% |
| 30D | -1.5% | -7.0% | +5.6% | -0.4% |
| 3M | -16.8% | -6.3% | -10.4% | -15.9% |
| 6M | -9.0% | -2.0% | -7.1% | -9.0% |
| YTD | -20.1% | +0.2% | -20.2% | -20.6% |
| 1Y | -7.0% | +3.8% | -10.8% | -8.3% |
| 3Y | +72.4% | +112.1% | -39.7% | +42.8% |
| All | +72.4% | +113.6% | -41.3% | +42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling