+74.7%
IBM vs EAT
+657.6%
-582.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | +0.3% | +1.9% | -1.6% | -0.1% |
| 3M | -21.6% | +68.7% | -90.3% | -26.6% |
| 6M | -4.7% | +66.9% | -71.6% | -11.1% |
| YTD | -19.1% | +60.4% | -79.5% | -24.2% |
| 1Y | -2.5% | +44.0% | -46.5% | -7.4% |
| All | +74.7% | +657.6% | -582.9% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling