+80.3%
IBM vs EFV
+91.4%
-11.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -1.5% | +2.1% | -3.7% | -2.6% |
| 30D | +8.4% | +3.1% | +5.3% | +6.7% |
| 3M | +4.2% | -1.3% | +5.5% | +4.9% |
| 6M | +7.9% | +6.0% | +1.9% | +4.2% |
| YTD | -15.2% | +15.8% | -31.0% | -23.1% |
| 1Y | -18.7% | +21.1% | -39.8% | -28.4% |
| All | +80.3% | +91.4% | -11.1% | +27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling