+131.6%
IBM vs EAT
+373.3%
-241.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -0.8% |
| 7D | +0.3% | -4.9% | +5.2% | +1.0% |
| 30D | -1.5% | -1.2% | -0.3% | -1.5% |
| 3M | -16.8% | +52.2% | -69.0% | -21.6% |
| 6M | -9.0% | +65.0% | -74.1% | -15.8% |
| YTD | -20.1% | +55.0% | -75.1% | -25.4% |
| 1Y | -7.0% | +42.1% | -49.1% | -12.6% |
| 3Y | +72.4% | +614.7% | -542.3% | +27.0% |
| 5Y | +112.0% | +322.7% | -210.8% | +62.7% |
| 10Y | +131.6% | +382.0% | -250.5% | +61.4% |
| All | +131.6% | +373.3% | -241.7% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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