+140.5%
IBM vs EFV
+167.8%
-27.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.9% | +4.3% | +4.1% |
| 7D | +3.6% | -0.5% | +4.1% | +3.9% |
| 30D | +1.5% | 0.0% | +1.5% | +1.5% |
| 3M | -12.9% | +8.4% | -21.3% | -18.5% |
| 6M | -3.9% | +12.3% | -16.2% | -12.7% |
| YTD | -17.3% | +17.4% | -34.7% | -27.7% |
| 1Y | -5.0% | +27.1% | -32.1% | -21.9% |
| 3Y | +78.2% | +90.7% | -12.5% | +4.9% |
| 5Y | +120.6% | +95.6% | +25.0% | +25.4% |
| All | +140.5% | +167.8% | -27.3% | +8.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling