+646.4%
IBM vs EBAY
+12,398.7%
-11,752.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.5% |
| 7D | -0.3% | -2.1% | +1.8% | +0.1% |
| 30D | +0.3% | -6.7% | +7.0% | +1.5% |
| 3M | -21.6% | -5.0% | -16.6% | -20.9% |
| 6M | -4.7% | +14.6% | -19.3% | -7.4% |
| YTD | -19.1% | +19.8% | -38.9% | -22.0% |
| 1Y | -2.5% | +12.6% | -15.1% | -5.4% |
| 3Y | +74.2% | +141.0% | -66.8% | +44.6% |
| 5Y | +113.1% | +47.5% | +65.6% | +90.2% |
| 10Y | +133.5% | +263.3% | -129.7% | +71.6% |
| All | +646.4% | +12,398.7% | -11,752.3% | +194.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling