-13.3%
IBM vs EFV
+25.8%
-39.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.4% | +0.6% |
| 7D | +0.4% | +2.9% | -2.4% | -0.6% |
| 30D | +14.8% | +3.6% | +11.2% | +13.3% |
| 3M | +8.9% | -0.1% | +9.1% | +9.0% |
| 6M | +12.4% | +9.6% | +2.8% | +7.8% |
| YTD | -12.4% | +17.0% | -29.4% | -23.7% |
| 1Y | -13.3% | +25.7% | -38.9% | -30.1% |
| All | -13.3% | +25.8% | -39.1% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling