+2,521.8%
IBM vs ECL
+14,051.7%
-11,529.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.2% |
| 7D | -5.0% | -0.8% | -4.2% | -4.7% |
| 30D | +11.1% | +8.1% | +3.0% | +7.9% |
| 3M | +5.7% | +6.4% | -0.6% | +3.2% |
| 6M | +10.1% | +14.8% | -4.6% | +4.4% |
| YTD | -15.6% | +15.5% | -31.1% | -20.5% |
| 1Y | -19.5% | +20.1% | -39.7% | -25.4% |
| 3Y | +80.4% | +77.8% | +2.6% | +43.8% |
| 5Y | +140.0% | +37.9% | +102.1% | +105.2% |
| 10Y | +155.0% | +202.7% | -47.7% | +63.3% |
| All | +2,521.8% | +14,051.7% | -11,529.9% | +586.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling