-18.7%
IBM vs EAT
+88.8%
-107.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.2% | +0.3% |
| 7D | -1.5% | -5.9% | +4.4% | -1.2% |
| 30D | +8.4% | +0.7% | +7.7% | +8.4% |
| 3M | +4.2% | -14.2% | +18.4% | +4.8% |
| 6M | +7.9% | +40.7% | -32.8% | +4.2% |
| YTD | -15.2% | +36.0% | -51.2% | -17.2% |
| 1Y | -18.7% | +83.1% | -101.8% | -20.1% |
| All | -18.7% | +88.8% | -107.5% | -20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling