+147.5%
IBM vs EBAY
+78.6%
+68.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.6% | -1.0% |
| 7D | -0.3% | -2.6% | +2.3% | +0.2% |
| 30D | +6.8% | +3.2% | +3.5% | +6.1% |
| 3M | +4.4% | +17.8% | -13.4% | +1.1% |
| 6M | +13.2% | +9.5% | +3.7% | +11.0% |
| YTD | -15.1% | +39.2% | -54.3% | -20.6% |
| 1Y | -20.2% | +38.6% | -58.8% | -25.3% |
| 3Y | +79.3% | +216.8% | -137.5% | +42.1% |
| 5Y | +147.5% | +77.5% | +70.0% | +94.1% |
| All | +147.5% | +78.6% | +68.9% | +94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EBAY.
Daily Out/Under-Performance
Portfolio return minus EBAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EBAY 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 5y: compounded portfolio wealth divided by compounded EBAY 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…
5y analysis · Full analysis span regression · 6 months rolling