+115.5%
IBM vs ECL
+31.2%
+84.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | -0.3% | -2.6% | +2.3% | +0.5% |
| 30D | +0.3% | -2.2% | +2.4% | +0.9% |
| 3M | -21.6% | +10.1% | -31.7% | -23.8% |
| 6M | -4.7% | -5.7% | +1.0% | -3.2% |
| YTD | -19.1% | +7.0% | -26.0% | -21.2% |
| 1Y | -2.5% | +2.7% | -5.2% | -4.0% |
| 3Y | +74.2% | +57.7% | +16.4% | +51.2% |
| All | +115.5% | +31.2% | +84.3% | +90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling