+460.0%
IBM vs EFV
+258.8%
+201.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -0.3% | +1.5% | -1.8% | -1.2% |
| 30D | +0.3% | +1.7% | -1.5% | -0.8% |
| 3M | -21.6% | +8.6% | -30.2% | -25.7% |
| 6M | -4.7% | +11.7% | -16.4% | -11.5% |
| YTD | -19.1% | +19.3% | -38.4% | -27.9% |
| 1Y | -2.5% | +30.2% | -32.7% | -17.8% |
| 3Y | +74.2% | +91.6% | -17.4% | +14.9% |
| 5Y | +113.1% | +96.4% | +16.7% | +37.0% |
| 10Y | +133.5% | +166.5% | -32.9% | +25.2% |
| All | +460.0% | +258.8% | +201.1% | +153.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling