+349.4%
IBM vs EFA
+394.8%
-45.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | 0.0% |
| 7D | -0.3% | +0.6% | -0.9% | -0.7% |
| 30D | +0.3% | +0.9% | -0.6% | -0.3% |
| 3M | -21.6% | +4.9% | -26.5% | -24.4% |
| 6M | -4.7% | +8.6% | -13.3% | -10.5% |
| YTD | -19.1% | +14.6% | -33.7% | -26.7% |
| 1Y | -2.5% | +22.6% | -25.1% | -15.6% |
| 3Y | +74.2% | +66.5% | +7.6% | +22.1% |
| 5Y | +113.1% | +54.5% | +58.6% | +55.0% |
| 10Y | +133.5% | +144.8% | -11.2% | +26.3% |
| All | +349.4% | +394.8% | -45.4% | +17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling