+2,521.8%
IBM vs ED
+2,460.7%
+61.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.1% |
| 7D | -5.0% | +1.6% | -6.6% | -5.5% |
| 30D | +11.1% | +13.3% | -2.2% | +6.7% |
| 3M | +5.7% | +9.7% | -4.0% | +2.5% |
| 6M | +10.1% | +12.8% | -2.7% | +5.6% |
| YTD | -15.6% | +22.3% | -37.9% | -21.6% |
| 1Y | -19.5% | +26.3% | -45.8% | -26.1% |
| 3Y | +80.4% | +45.0% | +35.4% | +56.4% |
| 5Y | +140.0% | +80.2% | +59.8% | +92.2% |
| 10Y | +155.0% | +129.9% | +25.1% | +85.3% |
| All | +2,521.8% | +2,460.7% | +61.1% | +792.0% |
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