-13.3%
IBM vs BTSG
+111.7%
-125.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +0.4% | +17.4% | -17.0% | -0.9% |
| 30D | +14.8% | +12.6% | +2.2% | +13.6% |
| 3M | +8.9% | +11.2% | -2.3% | +8.0% |
| 6M | +12.4% | +30.4% | -17.9% | +5.6% |
| YTD | -12.4% | +86.4% | -98.8% | -27.0% |
| 1Y | -13.3% | +117.9% | -131.2% | -32.2% |
| All | -13.3% | +111.7% | -125.0% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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