+131.6%
IBM vs ECL
+153.2%
-21.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | +0.3% | -0.8% | +1.1% | +0.6% |
| 30D | -1.5% | -2.5% | +1.0% | -0.4% |
| 3M | -16.8% | +8.3% | -25.1% | -19.7% |
| 6M | -9.0% | -1.1% | -7.9% | -9.0% |
| YTD | -20.1% | +6.5% | -26.6% | -23.0% |
| 1Y | -7.0% | +2.1% | -9.1% | -8.9% |
| 3Y | +72.4% | +57.6% | +14.8% | +36.3% |
| 5Y | +112.0% | +28.1% | +83.9% | +82.1% |
| 10Y | +131.6% | +153.2% | -21.7% | +35.8% |
| All | +131.6% | +153.2% | -21.6% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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