+131.6%
IBM vs ED
+104.2%
+27.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.5% |
| 7D | +0.3% | +0.5% | -0.2% | +0.1% |
| 30D | -1.5% | +1.1% | -2.6% | -1.9% |
| 3M | -16.8% | +4.6% | -21.4% | -18.1% |
| 6M | -9.0% | -2.0% | -7.1% | -8.7% |
| YTD | -20.1% | +11.7% | -31.7% | -23.7% |
| 1Y | -7.0% | +15.7% | -22.8% | -12.7% |
| 3Y | +72.4% | +34.4% | +38.0% | +50.5% |
| 5Y | +112.0% | +67.3% | +44.7% | +67.5% |
| 10Y | +131.6% | +104.0% | +27.5% | +74.2% |
| All | +131.6% | +104.2% | +27.4% | +74.2% |
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