-2.9%
IBM vs EFV
+27.7%
-30.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.9% | +3.6% |
| 7D | +3.6% | -0.8% | +4.4% | +3.9% |
| 30D | +3.1% | +0.6% | +2.5% | +2.8% |
| 3M | -10.8% | +7.5% | -18.4% | -13.6% |
| 6M | -0.8% | +13.0% | -13.8% | -7.1% |
| YTD | -16.2% | +18.3% | -34.5% | -26.6% |
| 1Y | -2.9% | +26.7% | -29.6% | -19.9% |
| All | -2.9% | +27.7% | -30.5% | -19.9% |
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