+72.4%
IBM vs EFV
+92.7%
-20.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.8% |
| 7D | +0.3% | +1.0% | -0.7% | -0.2% |
| 30D | -1.5% | +0.2% | -1.7% | -1.6% |
| 3M | -16.8% | +9.6% | -26.4% | -21.1% |
| 6M | -9.0% | +14.0% | -23.1% | -15.9% |
| YTD | -20.1% | +18.5% | -38.5% | -28.2% |
| 1Y | -7.0% | +27.9% | -34.9% | -20.3% |
| 3Y | +72.4% | +92.4% | -20.1% | +19.2% |
| All | +72.4% | +92.7% | -20.3% | +19.2% |
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