-19.3%
IBM vs ED
+25.7%
-45.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.4% |
| 7D | -2.2% | +2.1% | -4.3% | -1.6% |
| 30D | +7.7% | +12.4% | -4.8% | +11.8% |
| 3M | +3.5% | +13.1% | -9.7% | +7.6% |
| 6M | +7.2% | +14.1% | -6.9% | +13.4% |
| YTD | -15.8% | +23.1% | -38.8% | -8.1% |
| 1Y | -19.3% | +25.4% | -44.7% | -11.5% |
| All | -19.3% | +25.7% | -45.0% | -11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling