+120.6%
IBM vs EFA
+53.1%
+67.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.1% | +4.5% | +4.0% |
| 7D | +3.6% | -0.5% | +4.0% | +3.8% |
| 30D | +1.5% | -1.3% | +2.9% | +2.2% |
| 3M | -12.9% | +5.2% | -18.1% | -15.6% |
| 6M | -3.9% | +9.4% | -13.3% | -9.0% |
| YTD | -17.3% | +12.7% | -30.1% | -23.2% |
| 1Y | -5.0% | +19.3% | -24.3% | -14.5% |
| 3Y | +78.2% | +66.3% | +11.9% | +34.0% |
| 5Y | +120.6% | +53.4% | +67.3% | +70.6% |
| All | +120.6% | +53.1% | +67.5% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 5y: compounded portfolio wealth divided by compounded EFA 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…
5y analysis · Full analysis span regression · 6 months rolling