-2.5%
IBM vs EFV
+30.7%
-33.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -0.3% | +1.5% | -1.8% | -0.8% |
| 30D | +0.3% | +1.7% | -1.5% | -0.4% |
| 3M | -21.6% | +8.6% | -30.2% | -24.3% |
| 6M | -4.7% | +11.7% | -16.4% | -10.1% |
| YTD | -19.1% | +19.3% | -38.4% | -29.3% |
| 1Y | -2.5% | +30.2% | -32.7% | -20.5% |
| All | -2.5% | +30.7% | -33.2% | -20.5% |
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