+2,533.7%
IBM vs ED
+2,457.0%
+76.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -2.5% | -0.1% | -2.5% | -2.5% |
| 30D | +8.4% | +11.6% | -3.2% | +4.6% |
| 3M | +4.5% | +10.5% | -6.1% | +1.0% |
| 6M | +7.9% | +13.2% | -5.3% | +3.4% |
| YTD | -15.2% | +22.1% | -37.4% | -21.2% |
| 1Y | -17.6% | +24.2% | -41.7% | -23.9% |
| 3Y | +82.1% | +46.9% | +35.1% | +57.2% |
| 5Y | +143.3% | +80.8% | +62.5% | +94.7% |
| 10Y | +149.9% | +134.3% | +15.7% | +80.7% |
| All | +2,533.7% | +2,457.0% | +76.6% | +796.5% |
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 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