-18.8%
IBM vs EL
+30.3%
-49.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.4% | +0.2% |
| 7D | -2.5% | +8.0% | -10.5% | -3.1% |
| 30D | +8.4% | +15.4% | -7.1% | +7.1% |
| 3M | +4.5% | +28.5% | -24.1% | +2.4% |
| 6M | +7.9% | +32.2% | -24.3% | +5.3% |
| YTD | -15.2% | +9.2% | -24.4% | -18.4% |
| All | -18.8% | +30.3% | -49.0% | -25.0% |
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