+139.9%
IBM vs ED
+136.7%
+3.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.9% |
| 7D | -2.2% | +2.1% | -4.3% | -2.9% |
| 30D | +7.7% | +12.4% | -4.8% | +3.5% |
| 3M | +3.5% | +13.1% | -9.7% | -0.8% |
| 6M | +7.2% | +14.1% | -6.9% | +2.3% |
| YTD | -15.8% | +23.1% | -38.8% | -22.3% |
| 1Y | -19.3% | +25.4% | -44.7% | -26.1% |
| 3Y | +78.0% | +47.9% | +30.1% | +50.3% |
| 5Y | +143.0% | +81.9% | +61.2% | +86.5% |
| 10Y | +139.9% | +141.3% | -1.3% | +70.5% |
| All | +139.9% | +136.7% | +3.2% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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