+495.8%
IBM vs EFV
+248.4%
+247.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -1.7% | -1.0% | -0.7% | -1.1% |
| 30D | +10.1% | +3.1% | +7.0% | +8.0% |
| 3M | +4.8% | -1.2% | +6.1% | +5.6% |
| 6M | +12.6% | +5.6% | +7.0% | +8.5% |
| YTD | -13.9% | +15.8% | -29.7% | -22.0% |
| 1Y | -18.7% | +20.0% | -38.7% | -27.9% |
| 3Y | +81.9% | +91.0% | -9.0% | +20.2% |
| 5Y | +148.3% | +93.7% | +54.7% | +60.8% |
| 10Y | +143.6% | +160.9% | -17.3% | +32.3% |
| All | +495.8% | +248.4% | +247.4% | +174.9% |
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