+149.9%
IBM vs ECL
+205.6%
-55.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.6% | -0.4% |
| 7D | -2.5% | -0.5% | -2.0% | -2.3% |
| 30D | +8.4% | +8.8% | -0.5% | +4.3% |
| 3M | +4.5% | +7.8% | -3.4% | +0.8% |
| 6M | +7.9% | +21.3% | -13.4% | -1.4% |
| YTD | -15.2% | +17.8% | -33.0% | -22.0% |
| 1Y | -17.6% | +21.1% | -38.6% | -25.2% |
| 3Y | +82.1% | +80.1% | +2.0% | +35.6% |
| 5Y | +143.3% | +40.5% | +102.9% | +101.2% |
| 10Y | +149.9% | +197.7% | -47.8% | +37.6% |
| All | +149.9% | +205.6% | -55.7% | +37.6% |
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