-13.3%
IBM vs EL
+25.6%
-38.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.3% | -4.6% | +1.2% |
| 7D | +0.4% | +2.5% | -2.1% | +0.2% |
| 30D | +14.8% | +20.1% | -5.3% | +13.3% |
| 3M | +8.9% | +29.3% | -20.3% | +6.9% |
| 6M | +12.4% | +38.8% | -26.3% | +9.6% |
| YTD | -12.4% | +8.1% | -20.5% | -15.0% |
| 1Y | -13.3% | +22.3% | -35.6% | -17.3% |
| All | -13.3% | +25.6% | -38.9% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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