+2,413.6%
IBM vs ED
+2,217.3%
+196.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.5% |
| 7D | -0.3% | -0.2% | -0.1% | -0.2% |
| 30D | +0.3% | -0.1% | +0.4% | +0.2% |
| 3M | -21.6% | +3.9% | -25.5% | -22.7% |
| 6M | -4.7% | -3.0% | -1.7% | -4.1% |
| YTD | -19.1% | +10.7% | -29.8% | -22.3% |
| 1Y | -2.5% | +13.3% | -15.8% | -7.3% |
| 3Y | +74.2% | +34.5% | +39.7% | +54.6% |
| 5Y | +113.1% | +67.1% | +46.0% | +74.7% |
| 10Y | +133.5% | +103.0% | +30.5% | +76.6% |
| All | +2,413.6% | +2,217.3% | +196.3% | +783.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling