+2,536.4%
IBM vs BTI
+6,794.1%
-4,257.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -0.3% | -3.2% | +2.9% | +0.4% |
| 30D | +6.8% | +9.7% | -2.9% | +4.7% |
| 3M | +4.4% | +11.1% | -6.7% | +2.0% |
| 6M | +13.2% | -1.2% | +14.4% | +13.2% |
| YTD | -15.1% | +12.7% | -27.8% | -17.7% |
| 1Y | -20.2% | +15.8% | -36.0% | -23.1% |
| 3Y | +79.3% | +148.9% | -69.6% | +46.5% |
| 5Y | +147.5% | +151.9% | -4.5% | +100.5% |
| 10Y | +140.2% | +124.2% | +16.0% | +95.5% |
| All | +2,536.4% | +6,794.1% | -4,257.8% | +1,233.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling